-19.5%
MDT vs IAU
+141.6%
-161.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +2.8% | +0.2% | +2.6% | +2.7% |
| 3M | +13.1% | +3.3% | +9.8% | +12.6% |
| 6M | +2.3% | -14.6% | +16.9% | +4.0% |
| YTD | -2.7% | +1.9% | -4.6% | -3.4% |
| 1Y | +0.9% | +20.9% | -20.0% | -2.1% |
| 3Y | +26.8% | +127.5% | -100.7% | +10.9% |
| 5Y | -19.5% | +141.9% | -161.4% | -31.8% |
| All | -19.5% | +141.6% | -161.0% | -31.8% |
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