-19.3%
MP vs IBKR
+357.6%
-376.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.8% |
| 7D | +11.0% | +11.8% | -0.8% | +3.7% |
| 30D | -11.7% | -7.0% | -4.7% | -7.9% |
| 3M | -30.8% | -11.2% | -19.6% | -26.0% |
| 6M | -42.9% | -3.7% | -39.2% | -41.9% |
| YTD | -25.9% | +26.8% | -52.7% | -35.1% |
| 1Y | -37.3% | +12.3% | -49.6% | -41.4% |
| 3Y | +150.7% | +301.2% | -150.5% | -3.3% |
| 5Y | -19.3% | +355.1% | -374.4% | -73.5% |
| All | -19.3% | +357.6% | -376.9% | -73.5% |
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 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