+144.3%
IAU vs MLM
+41.9%
+102.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | -0.5% | -2.9% | +2.4% | -0.3% |
| 30D | +4.4% | -6.8% | +11.3% | +4.9% |
| 3M | -1.1% | -11.2% | +10.2% | -0.3% |
| 6M | -13.7% | -21.8% | +8.1% | -12.6% |
| YTD | +2.7% | -17.0% | +19.7% | +3.7% |
| 1Y | +24.6% | -16.4% | +41.0% | +25.8% |
| 3Y | +126.8% | +14.5% | +112.4% | +126.9% |
| All | +144.3% | +41.9% | +102.4% | +141.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling