+265.1%
MU vs ICE
+21.0%
+244.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.3% | -9.3% | -4.6% |
| 7D | -19.1% | +12.2% | -31.3% | -8.7% |
| 30D | -25.2% | +15.0% | -40.2% | -13.2% |
| 3M | -10.9% | +17.6% | -28.5% | +6.2% |
| 6M | +38.0% | +12.6% | +25.4% | +75.8% |
| YTD | +178.8% | +9.1% | +169.7% | +262.9% |
| 1Y | +265.1% | +20.6% | +244.6% | +392.2% |
| All | +265.1% | +21.0% | +244.1% | +392.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling