+191.2%
MPC vs ICE
+71.4%
+119.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +3.0% |
| 7D | +2.6% | +3.2% | -0.7% | +2.0% |
| 30D | -12.2% | +14.7% | -26.9% | -14.3% |
| 3M | +20.1% | +19.8% | +0.3% | +16.1% |
| 6M | +60.6% | +15.2% | +45.4% | +56.8% |
| YTD | +150.6% | +12.7% | +137.9% | +143.7% |
| 1Y | +104.7% | +20.4% | +84.3% | +94.6% |
| All | +191.2% | +71.4% | +119.9% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling