+189.8%
MU vs ICE
+18.6%
+171.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.2% | +7.3% |
| 7D | -12.0% | +1.0% | -13.1% | -11.1% |
| 30D | -28.7% | +11.4% | -40.2% | -19.9% |
| 3M | -16.4% | +16.2% | -32.6% | -1.8% |
| 6M | -1.8% | +12.5% | -14.3% | +24.4% |
| YTD | +157.1% | +8.6% | +148.5% | +230.5% |
| All | +189.8% | +18.6% | +171.1% | +284.3% |
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