-43.2%
MDB vs IAU
+123.8%
-167.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.0% |
| 7D | -0.9% | +4.9% | -5.8% | -2.5% |
| 30D | -15.2% | -1.4% | -13.8% | -14.7% |
| 3M | -17.9% | -4.8% | -13.1% | -16.6% |
| 6M | +9.3% | -12.5% | +21.8% | +13.6% |
| YTD | -22.0% | -4.2% | -17.8% | -21.2% |
| 1Y | -9.3% | +3.1% | -12.4% | -10.6% |
| 3Y | -10.4% | +110.0% | -120.4% | -35.4% |
| 5Y | -43.2% | +123.1% | -166.3% | -66.8% |
| All | -43.2% | +123.8% | -167.1% | -66.8% |
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