+1,166.2%
MPC vs ICE
+258.3%
+907.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.3% |
| 7D | +9.4% | +2.2% | +7.2% | +8.1% |
| 30D | -13.4% | +13.7% | -27.2% | -19.6% |
| 3M | +18.9% | +17.9% | +1.0% | +8.0% |
| 6M | +64.9% | +15.0% | +50.0% | +51.0% |
| YTD | +156.8% | +10.9% | +145.9% | +136.8% |
| 1Y | +113.2% | +17.0% | +96.2% | +90.1% |
| 3Y | +201.8% | +68.2% | +133.6% | +107.8% |
| 5Y | +601.4% | +40.4% | +560.9% | +433.0% |
| All | +1,166.2% | +258.3% | +907.9% | +475.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling