-16.0%
MCD vs IBKR
+46.7%
-62.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | 0.0% |
| 7D | -1.2% | -1.3% | +0.1% | -1.3% |
| 30D | -7.8% | -0.2% | -7.5% | -7.7% |
| 3M | -10.7% | +3.0% | -13.6% | -10.5% |
| 6M | -21.3% | +33.9% | -55.1% | -20.3% |
| YTD | -15.8% | +42.5% | -58.3% | -14.4% |
| 1Y | -16.0% | +44.9% | -60.9% | -14.5% |
| All | -16.0% | +46.7% | -62.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1y: compounded portfolio wealth divided by compounded IBKR 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…
1y analysis · Full analysis span regression · 6 months rolling