+990.2%
IBKR vs MKC
+29.9%
+960.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -1.3% | -1.5% | +0.1% | -1.2% |
| 30D | -0.2% | -3.1% | +2.9% | +0.1% |
| 3M | +3.0% | +5.2% | -2.2% | +1.9% |
| 6M | +33.9% | -12.8% | +46.7% | +36.1% |
| YTD | +42.5% | -23.3% | +65.8% | +47.4% |
| 1Y | +44.9% | -24.1% | +69.0% | +49.9% |
| 3Y | +293.0% | -32.1% | +325.1% | +311.8% |
| 5Y | +497.7% | -32.8% | +530.4% | +516.9% |
| All | +990.2% | +29.9% | +960.3% | +885.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling