+105.0%
IAU vs MLM
+28.3%
+76.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.7% |
| 7D | -5.5% | -2.0% | -3.5% | -5.3% |
| 30D | -7.0% | +9.5% | -16.5% | -7.6% |
| 3M | -12.3% | -4.7% | -7.5% | -12.0% |
| 6M | -17.9% | -10.7% | -7.2% | -17.4% |
| YTD | -10.3% | -16.6% | +6.2% | -9.5% |
| 1Y | -7.9% | -15.4% | +7.5% | -7.1% |
| 3Y | +98.7% | +15.9% | +82.7% | +98.3% |
| 5Y | +105.0% | +27.1% | +77.9% | +102.9% |
| All | +105.0% | +28.3% | +76.7% | +102.9% |
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 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