+254.1%
MP vs IAU
+127.9%
+126.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +5.5% |
| 7D | -10.5% | +4.7% | -15.3% | -13.7% |
| 30D | -23.5% | -0.9% | -22.7% | -23.1% |
| 3M | -25.4% | -4.4% | -21.1% | -23.0% |
| 6M | -51.3% | -13.5% | -37.8% | -46.1% |
| YTD | -29.9% | -5.9% | -24.0% | -26.7% |
| 1Y | -31.8% | +1.9% | -33.7% | -32.4% |
| 3Y | +127.0% | +104.1% | +22.9% | +41.6% |
| 5Y | -3.3% | +121.0% | -124.3% | -44.4% |
| All | +254.1% | +127.9% | +126.2% | +42.9% |
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