+110.7%
MCK vs IAU
+123.7%
-13.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | +0.1% |
| 7D | -2.9% | -2.0% | -0.9% | -3.0% |
| 30D | +0.4% | -1.5% | +2.0% | +0.4% |
| 3M | +12.1% | +3.3% | +8.8% | +12.4% |
| 6M | -5.4% | -16.2% | +10.8% | -6.1% |
| YTD | +7.8% | +0.7% | +7.1% | +7.9% |
| 1Y | +22.9% | +19.2% | +3.7% | +23.7% |
| 3Y | +110.7% | +124.4% | -13.7% | +126.5% |
| All | +110.7% | +123.7% | -13.0% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling