+210.7%
IAU vs MLM
+138.2%
+72.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -4.6% | -0.9% | -3.7% | -4.6% |
| 30D | -5.4% | +9.0% | -14.5% | -5.7% |
| 3M | -10.9% | -5.6% | -5.3% | -10.8% |
| 6M | -17.4% | -10.7% | -6.7% | -17.2% |
| YTD | -10.2% | -17.2% | +6.9% | -9.9% |
| 1Y | -7.1% | -14.2% | +7.2% | -6.8% |
| 3Y | +97.7% | +15.6% | +82.1% | +98.0% |
| 5Y | +105.3% | +26.2% | +79.1% | +105.3% |
| All | +210.7% | +138.2% | +72.4% | +210.9% |
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