+3,101.0%
MPC vs ICE
+692.7%
+2,408.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.5% |
| 7D | +5.4% | -0.7% | +6.1% | +5.7% |
| 30D | +31.0% | +7.6% | +23.3% | +25.3% |
| 3M | +46.0% | +13.9% | +32.1% | +34.2% |
| 6M | +77.3% | -2.4% | +79.7% | +77.6% |
| YTD | +141.9% | +0.3% | +141.6% | +136.3% |
| 1Y | +120.9% | -6.4% | +127.3% | +124.3% |
| 3Y | +182.7% | +43.1% | +139.6% | +114.5% |
| 5Y | +646.4% | +42.1% | +604.3% | +447.9% |
| 10Y | +1,138.7% | +220.9% | +917.8% | +432.7% |
| All | +3,101.0% | +692.7% | +2,408.3% | +553.7% |
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