+23.3%
MDT vs IBKR
+291.8%
-268.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.4% |
| 30D | +0.2% | -0.2% | +0.4% | +0.1% |
| 3M | +14.3% | +3.0% | +11.3% | +13.7% |
| 6M | +4.0% | +33.9% | -29.9% | +1.2% |
| YTD | -3.7% | +42.5% | -46.2% | -6.8% |
| 1Y | -0.4% | +44.9% | -45.2% | -3.9% |
| 3Y | +23.3% | +293.0% | -269.7% | +11.0% |
| All | +23.3% | +291.8% | -268.5% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling