+293.0%
IBKR vs MKC
-31.4%
+324.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | -1.3% | -1.5% | +0.1% | -1.5% |
| 30D | -0.2% | -3.1% | +2.9% | -0.5% |
| 3M | +3.0% | +5.2% | -2.2% | +3.3% |
| 6M | +33.9% | -12.8% | +46.7% | +33.8% |
| YTD | +42.5% | -23.3% | +65.8% | +42.2% |
| 1Y | +44.9% | -24.1% | +69.0% | +44.7% |
| 3Y | +293.0% | -32.1% | +325.1% | +268.7% |
| All | +293.0% | -31.4% | +324.4% | +268.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling