+2,968.0%
MPC vs ICE
+749.6%
+2,218.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -16.2% | +2.0% | -18.2% | -17.3% |
| 30D | -15.7% | +12.9% | -28.6% | -21.8% |
| 3M | +24.9% | +15.4% | +9.5% | +14.1% |
| 6M | +52.7% | +13.1% | +39.6% | +40.0% |
| YTD | +131.9% | +7.5% | +124.4% | +116.3% |
| 1Y | +96.6% | +18.3% | +78.3% | +72.6% |
| 3Y | +163.8% | +65.9% | +97.9% | +82.1% |
| 5Y | +533.1% | +35.2% | +497.9% | +385.4% |
| 10Y | +1,118.6% | +266.7% | +851.9% | +380.6% |
| All | +2,968.0% | +749.6% | +2,218.4% | +498.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling