+1,428.5%
IBKR vs MCO
+793.6%
+635.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.5% |
| 7D | -1.3% | -3.8% | +2.4% | +0.3% |
| 30D | -0.2% | -0.4% | +0.2% | -0.1% |
| 3M | +3.0% | +7.7% | -4.8% | -0.8% |
| 6M | +33.9% | +7.0% | +26.9% | +29.0% |
| YTD | +42.5% | -6.4% | +48.9% | +45.0% |
| 1Y | +44.9% | -7.6% | +52.5% | +47.6% |
| 3Y | +293.0% | +43.2% | +249.8% | +228.3% |
| 5Y | +497.7% | +29.6% | +468.1% | +410.2% |
| 10Y | +1,004.4% | +389.2% | +615.2% | +421.2% |
| All | +1,428.5% | +793.6% | +635.0% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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