-24.7%
MDB vs IAU
+141.6%
-166.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.8% |
| 7D | -17.4% | -0.5% | -16.9% | -17.3% |
| 30D | -2.0% | +4.4% | -6.5% | -3.4% |
| 3M | -3.0% | -1.1% | -2.0% | -2.9% |
| 6M | +48.7% | -13.7% | +62.4% | +54.7% |
| YTD | -12.1% | +2.7% | -14.9% | -13.3% |
| 1Y | +14.5% | +24.6% | -10.1% | +5.3% |
| 3Y | -6.1% | +126.8% | -133.0% | -34.3% |
| All | -24.7% | +141.6% | -166.3% | -56.4% |
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