+79.6%
MMM vs IAU
+208.6%
-129.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | +7.0% | +2.8% | +4.1% | +6.7% |
| 30D | +18.4% | -4.0% | +22.4% | +18.6% |
| 3M | +4.5% | -8.2% | +12.7% | +5.0% |
| 6M | +33.4% | -14.8% | +48.2% | +34.6% |
| YTD | +20.0% | -6.7% | +26.6% | +20.8% |
| 1Y | +15.0% | -2.2% | +17.3% | +15.7% |
| 3Y | +165.0% | +106.7% | +58.3% | +152.6% |
| 5Y | +47.9% | +114.8% | -66.9% | +39.3% |
| 10Y | +79.6% | +213.0% | -133.3% | +78.7% |
| All | +79.6% | +208.6% | -129.0% | +78.7% |
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