+19.9%
MDT vs IBKR
+10.3%
+9.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +6.2% |
| 7D | +10.7% | -6.8% | +17.5% | +10.7% |
| 30D | +19.3% | -12.5% | +31.9% | +19.3% |
| 3M | +22.8% | -12.0% | +34.8% | +22.5% |
| 6M | +36.4% | -4.5% | +40.9% | +34.1% |
| YTD | +12.1% | +21.5% | -9.4% | +6.5% |
| 1Y | +19.9% | +10.6% | +9.3% | +15.2% |
| All | +19.9% | +10.3% | +9.6% | +15.2% |
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