+23.8%
MCK vs IBKR
+8.4%
+15.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | +0.1% |
| 7D | +6.1% | +3.7% | +2.4% | +6.6% |
| 30D | +12.8% | -11.7% | +24.6% | +11.6% |
| 3M | +22.0% | -11.6% | +33.6% | +20.8% |
| 6M | +44.2% | -7.9% | +52.2% | +43.1% |
| YTD | +29.5% | +21.0% | +8.6% | +29.7% |
| All | +23.8% | +8.4% | +15.3% | +22.5% |
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