+503.6%
IBKR vs MDB
-25.4%
+529.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.6% |
| 7D | -1.3% | -1.8% | +0.4% | -1.1% |
| 30D | -0.2% | -17.3% | +17.0% | +2.2% |
| 3M | +3.0% | +2.2% | +0.8% | +1.9% |
| 6M | +33.9% | +33.9% | 0.0% | +26.4% |
| YTD | +42.5% | -13.7% | +56.2% | +42.2% |
| 1Y | +44.9% | +9.1% | +35.8% | +39.5% |
| 3Y | +293.0% | -8.1% | +301.1% | +264.3% |
| All | +503.6% | -25.4% | +529.0% | +439.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 5y: compounded portfolio wealth divided by compounded MDB 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…
5y analysis · Full analysis span regression · 6 months rolling