-11.6%
MDB vs IAU
+99.0%
-110.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +6.8% | -4.6% | +11.4% | +8.2% |
| 30D | -6.2% | -5.4% | -0.8% | -4.7% |
| 3M | -29.2% | -10.9% | -18.4% | -26.9% |
| 6M | +10.3% | -17.4% | +27.7% | +15.7% |
| YTD | -20.4% | -10.2% | -10.2% | -17.6% |
| 1Y | -4.8% | -7.1% | +2.2% | -2.3% |
| 3Y | -11.6% | +97.7% | -109.3% | -33.2% |
| All | -11.6% | +99.0% | -110.6% | -33.2% |
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