calculate_portfolio_performance

Analyze portfolio performance by calculating key metrics for specified symbols, weights, and date range, with optional benchmark comparison, on the QuantConnect MCP Server.

Instructions

    Calculate portfolio performance metrics for given weights.

    Args:
        symbols: List of portfolio symbols
        weights: List of weights corresponding to symbols
        start_date: Start date in YYYY-MM-DD format
        end_date: End date in YYYY-MM-DD format
        benchmark_symbol: Optional benchmark for comparison
        instance_name: QuantBook instance name

    Returns:
        Dictionary containing portfolio performance metrics
    

Input Schema

Name	Required	Default
`benchmark_symbol`	No
`end_date`	Yes
`instance_name`	No	default
`start_date`	Yes
`symbols`	Yes
`weights`	Yes

Input Schema (JSON Schema)

{
  "properties": {
    "benchmark_symbol": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "title": "Benchmark Symbol"
    },
    "end_date": {
      "title": "End Date",
      "type": "string"
    },
    "instance_name": {
      "default": "default",
      "title": "Instance Name",
      "type": "string"
    },
    "start_date": {
      "title": "Start Date",
      "type": "string"
    },
    "symbols": {
      "items": {
        "type": "string"
      },
      "title": "Symbols",
      "type": "array"
    },
    "weights": {
      "items": {
        "type": "number"
      },
      "title": "Weights",
      "type": "array"
    }
  },
  "required": [
    "symbols",
    "weights",
    "start_date",
    "end_date"
  ],
  "type": "object"
}

QuantConnect MCP Server

calculate_portfolio_performance

Instructions

Input Schema

Input Schema (JSON Schema)

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