+536.3%
MCHP vs IBKR
+1,349.8%
-813.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.7% |
| 7D | 0.0% | -1.3% | +1.4% | +0.6% |
| 30D | -6.0% | -0.2% | -5.8% | -6.2% |
| 3M | -19.7% | +3.0% | -22.6% | -20.8% |
| 6M | +14.0% | +33.9% | -19.8% | +0.3% |
| YTD | +18.4% | +42.5% | -24.1% | +0.7% |
| 1Y | +17.1% | +44.9% | -27.8% | -1.4% |
| 3Y | +0.7% | +293.0% | -292.3% | -45.7% |
| 5Y | +5.1% | +497.7% | -492.6% | -53.1% |
| 10Y | +206.3% | +1,004.4% | -798.1% | +6.4% |
| All | +536.3% | +1,349.8% | -813.5% | +62.6% |
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