+1,604.7%
MCK vs IBKR
+1,349.8%
+254.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | +0.4% | -0.2% | +0.6% | +0.3% |
| 3M | +12.1% | +3.0% | +9.1% | +10.5% |
| 6M | -5.4% | +33.9% | -39.3% | -13.1% |
| YTD | +7.8% | +42.5% | -34.7% | -3.0% |
| 1Y | +22.9% | +44.9% | -21.9% | +9.5% |
| 3Y | +110.7% | +293.0% | -182.3% | +37.8% |
| 5Y | +346.2% | +497.7% | -151.5% | +151.2% |
| 10Y | +440.1% | +1,004.4% | -564.2% | +142.0% |
| All | +1,604.7% | +1,349.8% | +254.9% | +490.6% |
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