+427.0%
MCK vs IBKR
+1,011.6%
-584.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | +0.4% | -0.2% | +0.6% | +0.3% |
| 3M | +12.1% | +3.0% | +9.1% | +10.9% |
| 6M | -5.4% | +33.9% | -39.3% | -11.4% |
| YTD | +7.8% | +42.5% | -34.7% | -0.7% |
| 1Y | +22.9% | +44.9% | -21.9% | +12.3% |
| 3Y | +110.7% | +293.0% | -182.3% | +45.0% |
| 5Y | +346.2% | +497.7% | -151.5% | +163.3% |
| All | +427.0% | +1,011.6% | -584.6% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling