+277.5%
MP vs IAU
+132.0%
+145.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.8% | +5.3% |
| 7D | -1.6% | +4.9% | -6.5% | -5.1% |
| 30D | -18.2% | -1.4% | -16.8% | -17.4% |
| 3M | -26.1% | -4.8% | -21.4% | -23.5% |
| 6M | -44.0% | -12.5% | -31.5% | -38.5% |
| YTD | -25.3% | -4.2% | -21.1% | -22.8% |
| 1Y | -35.6% | +3.1% | -38.7% | -36.6% |
| 3Y | +147.1% | +110.0% | +37.1% | +51.3% |
| 5Y | -11.3% | +123.1% | -134.3% | -49.4% |
| All | +277.5% | +132.0% | +145.5% | +50.5% |
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 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