+22.6%
MCD vs IAU
+106.1%
-83.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.2% |
| 7D | -1.6% | -5.5% | +3.9% | -1.2% |
| 30D | +16.0% | -7.0% | +23.0% | +16.6% |
| 3M | 0.0% | -12.3% | +12.2% | +0.7% |
| 6M | +0.9% | -17.9% | +18.9% | +2.1% |
| YTD | -8.7% | -10.3% | +1.6% | -8.4% |
| 1Y | -8.6% | -7.9% | -0.7% | -8.5% |
| 3Y | +9.9% | +98.7% | -88.8% | +2.8% |
| 5Y | +22.6% | +105.0% | -82.4% | +12.7% |
| All | +22.6% | +106.1% | -83.4% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling