-31.8%
MP vs IAU
+1.6%
-33.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +5.6% |
| 7D | -10.5% | +4.7% | -15.3% | -14.3% |
| 30D | -23.5% | -0.9% | -22.7% | -23.0% |
| 3M | -25.4% | -4.4% | -21.1% | -22.5% |
| 6M | -51.3% | -13.5% | -37.8% | -45.0% |
| YTD | -29.9% | -5.9% | -24.0% | -30.0% |
| 1Y | -31.8% | +1.9% | -33.7% | -43.0% |
| All | -31.8% | +1.6% | -33.5% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling