+351.6%
MMM vs IAU
+875.8%
-524.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | -7.0% | +4.4% | -11.5% | -7.1% |
| 3M | +10.8% | -1.1% | +11.9% | +10.8% |
| 6M | +5.8% | -13.7% | +19.5% | +6.1% |
| YTD | +6.8% | +2.7% | +4.0% | +6.8% |
| 1Y | +10.4% | +24.6% | -14.2% | +10.0% |
| 3Y | +104.7% | +126.8% | -22.2% | +100.6% |
| 5Y | +23.6% | +139.5% | -115.9% | +20.8% |
| 10Y | +54.1% | +226.3% | -172.1% | +50.8% |
| All | +351.6% | +875.8% | -524.1% | +323.4% |
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