+175.1%
MPC vs IBKR
+287.2%
-112.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +3.2% | +1.3% | +1.9% | +3.0% |
| 30D | +25.0% | -0.3% | +25.4% | +24.7% |
| 3M | +55.2% | +4.7% | +50.5% | +52.7% |
| 6M | +86.4% | +34.0% | +52.4% | +72.9% |
| YTD | +148.5% | +40.8% | +107.7% | +127.1% |
| 1Y | +121.7% | +45.7% | +76.0% | +100.1% |
| All | +175.1% | +287.2% | -112.1% | +90.2% |
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