+287.6%
MP vs IAU
+117.4%
+170.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +9.5% | -4.6% | +14.0% | +13.2% |
| 30D | -3.0% | -5.4% | +2.5% | +0.8% |
| 3M | -30.4% | -10.9% | -19.5% | -24.4% |
| 6M | -39.2% | -17.4% | -21.8% | -30.5% |
| YTD | -23.3% | -10.2% | -13.1% | -17.1% |
| 1Y | -32.6% | -7.1% | -25.6% | -28.9% |
| 3Y | +159.3% | +97.7% | +61.5% | +65.7% |
| 5Y | -16.4% | +105.3% | -121.7% | -49.7% |
| All | +287.6% | +117.4% | +170.2% | +61.7% |
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