-10.1%
IAU vs MLM
-12.5%
+2.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.7% |
| 7D | +1.9% | -1.2% | +3.1% | +2.0% |
| 30D | -1.7% | +7.9% | -9.7% | -3.3% |
| 3M | -3.6% | -4.5% | +0.9% | -2.9% |
| 6M | -10.1% | -12.6% | +2.5% | -8.2% |
| All | -10.1% | -12.5% | +2.4% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling