+180.6%
MPC vs ICE
+44.6%
+136.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | +31.0% | +7.6% | +23.3% | +29.0% |
| 3M | +46.0% | +13.9% | +32.1% | +42.0% |
| 6M | +77.3% | -2.4% | +79.7% | +79.0% |
| YTD | +141.9% | +0.3% | +141.6% | +140.3% |
| 1Y | +120.9% | -6.4% | +127.3% | +124.6% |
| All | +180.6% | +44.6% | +136.1% | +146.5% |
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