+54.6%
MDT vs IAU
+98.8%
-44.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.3% |
| 7D | -3.7% | -5.5% | +1.8% | -3.1% |
| 30D | +8.6% | -7.0% | +15.6% | +9.3% |
| 3M | +12.2% | -12.3% | +24.5% | +13.4% |
| 6M | +33.7% | -17.9% | +51.7% | +36.3% |
| YTD | +7.8% | -10.3% | +18.1% | +8.3% |
| 1Y | +8.9% | -7.9% | +16.8% | +9.1% |
| All | +54.6% | +98.8% | -44.2% | +24.3% |
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