+180.0%
MCD vs IAU
+216.4%
-36.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.2% |
| 7D | -2.0% | +0.7% | -2.8% | -2.1% |
| 30D | -6.1% | +0.3% | -6.5% | -6.2% |
| 3M | -7.3% | +0.7% | -8.0% | -7.4% |
| 6M | -20.9% | -15.5% | -5.4% | -19.8% |
| YTD | -14.7% | +1.0% | -15.6% | -15.1% |
| 1Y | -16.1% | +19.6% | -35.7% | -18.2% |
| 3Y | -1.5% | +125.4% | -127.0% | -10.9% |
| 5Y | +20.4% | +140.7% | -120.3% | +7.6% |
| 10Y | +180.0% | +218.1% | -38.1% | +154.9% |
| All | +180.0% | +216.4% | -36.4% | +154.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling