+213.0%
IAU vs MLM
+149.0%
+64.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +2.8% | -2.9% | +5.7% | +2.9% |
| 30D | -4.0% | +10.4% | -14.4% | -4.2% |
| 3M | -8.2% | -3.7% | -4.5% | -8.1% |
| 6M | -14.8% | -10.3% | -4.5% | -14.6% |
| YTD | -6.7% | -14.8% | +8.1% | -6.4% |
| 1Y | -2.2% | -13.9% | +11.6% | -2.0% |
| 3Y | +106.7% | +18.4% | +88.3% | +106.8% |
| 5Y | +114.8% | +31.8% | +83.0% | +114.6% |
| 10Y | +213.0% | +143.4% | +69.6% | +212.7% |
| All | +213.0% | +149.0% | +64.0% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling