-18.2%
MDT vs IBKR
+495.5%
-513.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | +0.2% | -0.2% | +0.4% | +0.1% |
| 3M | +14.3% | +3.0% | +11.3% | +13.5% |
| 6M | +4.0% | +33.9% | -29.9% | -0.1% |
| YTD | -3.7% | +42.5% | -46.2% | -8.3% |
| 1Y | -0.4% | +44.9% | -45.2% | -5.6% |
| 3Y | +23.3% | +293.0% | -269.7% | -0.6% |
| All | -18.2% | +495.5% | -513.7% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling