+868.5%
IAU vs MCO
+1,334.1%
-465.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | +0.2% | -3.1% | +3.3% | +0.2% |
| 30D | +0.2% | -0.5% | +0.8% | +0.2% |
| 3M | +3.3% | +5.7% | -2.4% | +3.3% |
| 6M | -14.6% | +3.0% | -17.6% | -14.6% |
| YTD | +1.9% | -6.5% | +8.4% | +1.9% |
| 1Y | +20.9% | -5.8% | +26.6% | +20.9% |
| 3Y | +127.5% | +43.1% | +84.4% | +127.3% |
| 5Y | +141.9% | +29.5% | +112.5% | +141.3% |
| 10Y | +222.8% | +388.8% | -166.1% | +230.3% |
| All | +868.5% | +1,334.1% | -465.6% | +892.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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