+215.9%
MDT vs IAU
+752.8%
-536.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.0% | -4.6% | +5.6% | +1.2% |
| 30D | +9.2% | -5.4% | +14.6% | +9.4% |
| 3M | +14.5% | -10.9% | +25.4% | +14.9% |
| 6M | +37.3% | -17.4% | +54.7% | +38.2% |
| YTD | +9.8% | -10.2% | +20.0% | +10.2% |
| 1Y | +10.5% | -7.1% | +17.6% | +10.8% |
| 3Y | +57.4% | +97.7% | -40.3% | +54.2% |
| 5Y | +1.2% | +105.3% | -104.1% | -1.1% |
| 10Y | +63.2% | +208.0% | -144.8% | +58.5% |
| All | +215.9% | +752.8% | -536.9% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling