+405.1%
MP vs IBKR
+818.9%
-413.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.9% |
| 7D | -7.4% | -1.3% | -6.0% | -6.7% |
| 30D | -6.7% | -0.2% | -6.4% | -6.7% |
| 3M | -11.7% | +3.0% | -14.6% | -13.4% |
| 6M | -18.9% | +33.9% | -52.7% | -31.4% |
| YTD | 0.0% | +42.5% | -42.5% | -18.2% |
| 1Y | -19.9% | +44.9% | -64.7% | -35.4% |
| 3Y | +133.4% | +293.0% | -159.6% | -5.2% |
| 5Y | +48.1% | +497.7% | -449.6% | -56.6% |
| All | +405.1% | +818.9% | -413.8% | +44.5% |
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