+53.8%
MMM vs IAU
+216.4%
-162.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | -8.0% | +0.3% | -8.3% | -8.0% |
| 3M | +9.4% | +0.7% | +8.7% | +9.3% |
| 6M | +10.2% | -15.5% | +25.7% | +11.1% |
| YTD | +6.1% | +1.0% | +5.1% | +6.4% |
| 1Y | +10.8% | +19.6% | -8.8% | +10.2% |
| 3Y | +104.8% | +125.4% | -20.7% | +94.2% |
| 5Y | +27.0% | +140.7% | -113.7% | +19.3% |
| 10Y | +53.8% | +218.1% | -164.4% | +55.3% |
| All | +53.8% | +216.4% | -162.6% | +55.3% |
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 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