+18.9%
MCD vs IBKR
+480.3%
-461.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.5% | -3.8% | +1.3% | -2.3% |
| 30D | -7.0% | -0.3% | -6.7% | -7.1% |
| 3M | -9.8% | +4.8% | -14.6% | -10.3% |
| 6M | -21.8% | +30.8% | -52.6% | -23.5% |
| YTD | -15.6% | +39.5% | -55.0% | -18.1% |
| 1Y | -15.2% | +43.7% | -58.8% | -18.1% |
| 3Y | -2.6% | +284.7% | -287.2% | -19.3% |
| 5Y | +18.9% | +484.9% | -466.0% | -11.9% |
| All | +18.9% | +480.3% | -461.4% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling