+801.9%
IAU vs MLM
+1,140.6%
-338.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.0% |
| 7D | +1.9% | -1.2% | +3.1% | +1.9% |
| 30D | -1.7% | +7.9% | -9.7% | -2.0% |
| 3M | -3.6% | -4.5% | +0.9% | -3.5% |
| 6M | -10.1% | -12.6% | +2.5% | -9.9% |
| YTD | -5.1% | -14.9% | +9.7% | -4.8% |
| 1Y | +2.6% | -13.1% | +15.7% | +2.9% |
| 3Y | +104.1% | +21.2% | +82.9% | +103.2% |
| 5Y | +122.8% | +32.0% | +90.8% | +121.1% |
| 10Y | +206.5% | +195.3% | +11.2% | +197.6% |
| All | +801.9% | +1,140.6% | -338.7% | +710.1% |
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