+671.9%
IBKR vs MDB
+986.0%
-314.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | +1.3% | -4.5% | +5.8% | +2.0% |
| 30D | -0.3% | -14.0% | +13.7% | +1.5% |
| 3M | +4.7% | +5.3% | -0.6% | +3.2% |
| 6M | +34.0% | +31.9% | +2.1% | +27.0% |
| YTD | +40.8% | -14.6% | +55.4% | +40.9% |
| 1Y | +45.7% | +8.2% | +37.5% | +40.6% |
| 3Y | +288.4% | -5.0% | +293.4% | +261.2% |
| 5Y | +487.2% | -24.5% | +511.7% | +426.1% |
| All | +671.9% | +986.0% | -314.1% | +326.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling