+163.8%
MPC vs ICE
+65.6%
+98.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -16.2% | +2.0% | -18.2% | -16.5% |
| 30D | -15.7% | +12.9% | -28.6% | -17.6% |
| 3M | +24.9% | +15.4% | +9.5% | +21.5% |
| 6M | +52.7% | +13.1% | +39.6% | +49.2% |
| YTD | +131.9% | +7.5% | +124.4% | +127.3% |
| 1Y | +96.6% | +18.3% | +78.3% | +86.7% |
| 3Y | +163.8% | +65.9% | +97.9% | +121.9% |
| All | +163.8% | +65.6% | +98.2% | +121.9% |
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