+1,667.2%
MAR vs IAU
+751.7%
+915.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -1.1% |
| 7D | +1.8% | -5.5% | +7.2% | +1.7% |
| 30D | +14.3% | -7.0% | +21.3% | +14.2% |
| 3M | +20.0% | -12.3% | +32.3% | +19.7% |
| 6M | +21.7% | -17.9% | +39.7% | +21.2% |
| YTD | +37.7% | -10.3% | +48.0% | +37.5% |
| 1Y | +46.8% | -7.9% | +54.7% | +46.8% |
| 3Y | +121.0% | +98.7% | +22.4% | +125.5% |
| 5Y | +183.1% | +105.0% | +78.0% | +188.6% |
| 10Y | +532.4% | +207.7% | +324.8% | +555.3% |
| All | +1,667.2% | +751.7% | +915.5% | +1,679.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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