+445.3%
MP vs IBKR
+831.4%
-386.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | -2.9% | -3.3% | +0.4% | -1.3% |
| 30D | +13.8% | +4.5% | +9.4% | +10.8% |
| 3M | -16.7% | +6.5% | -23.2% | -19.7% |
| 6M | -11.5% | +34.2% | -45.7% | -25.2% |
| YTD | +7.9% | +44.5% | -36.5% | -12.4% |
| 1Y | -15.0% | +44.7% | -59.7% | -31.5% |
| 3Y | +153.5% | +306.7% | -153.2% | +0.7% |
| 5Y | +58.7% | +489.9% | -431.2% | -53.0% |
| All | +445.3% | +831.4% | -386.1% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling