+783.6%
MCD vs IBKR
+1,369.6%
-586.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -2.8% | -3.3% | +0.4% | -2.3% |
| 30D | -6.0% | +4.5% | -10.5% | -7.0% |
| 3M | -5.6% | +6.5% | -12.1% | -7.3% |
| 6M | -21.9% | +34.2% | -56.0% | -26.9% |
| YTD | -14.7% | +44.5% | -59.2% | -21.7% |
| 1Y | -17.3% | +44.7% | -62.0% | -24.5% |
| 3Y | -2.2% | +306.7% | -308.9% | -30.6% |
| 5Y | +20.3% | +489.9% | -469.6% | -23.3% |
| 10Y | +180.7% | +1,019.5% | -838.8% | +49.8% |
| All | +783.6% | +1,369.6% | -586.0% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling