+38.0%
MDT vs IAU
+218.5%
-180.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -1.6% | -3.4% | +1.8% | -1.3% |
| 30D | +1.0% | -1.1% | +2.1% | +1.1% |
| 3M | +15.2% | +5.8% | +9.4% | +14.6% |
| 6M | +3.7% | -16.9% | +20.6% | +5.0% |
| YTD | -3.0% | +0.1% | -3.1% | -3.2% |
| 1Y | +2.5% | +18.4% | -15.9% | +0.9% |
| 3Y | +26.5% | +123.6% | -97.1% | +18.4% |
| 5Y | -18.3% | +138.7% | -157.0% | -24.1% |
| All | +38.0% | +218.5% | -180.5% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling