+794.6%
IAU vs MLM
+1,117.8%
-323.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | +4.7% | -4.1% | +8.9% | +4.9% |
| 30D | -0.9% | +8.2% | -9.1% | -1.1% |
| 3M | -4.4% | -3.6% | -0.8% | -4.3% |
| 6M | -13.5% | -15.6% | +2.1% | -13.2% |
| YTD | -5.9% | -16.4% | +10.5% | -5.6% |
| 1Y | +1.9% | -14.3% | +16.2% | +2.2% |
| 3Y | +104.1% | +19.3% | +84.7% | +103.2% |
| 5Y | +121.0% | +29.6% | +91.4% | +119.4% |
| 10Y | +204.1% | +189.9% | +14.1% | +195.4% |
| All | +794.6% | +1,117.8% | -323.2% | +704.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling