-5.0%
MCD vs IAU
+1.6%
-6.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +7.1% | +4.7% | +2.4% | +6.9% |
| 30D | +19.8% | -0.9% | +20.7% | +19.6% |
| 3M | +0.8% | -4.4% | +5.2% | +0.8% |
| 6M | -1.3% | -13.5% | +12.2% | -1.0% |
| YTD | -7.8% | -5.9% | -1.8% | -5.9% |
| 1Y | -5.0% | +1.9% | -6.8% | -1.6% |
| All | -5.0% | +1.6% | -6.6% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling