+144.0%
MP vs IAU
+105.5%
+38.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.6% |
| 7D | -3.6% | +2.8% | -6.4% | -6.0% |
| 30D | -21.0% | -4.0% | -17.0% | -18.5% |
| 3M | -33.3% | -8.2% | -25.1% | -28.9% |
| 6M | -45.9% | -14.8% | -31.2% | -39.1% |
| YTD | -27.8% | -6.7% | -21.1% | -23.9% |
| 1Y | -43.2% | -2.2% | -41.0% | -42.2% |
| 3Y | +144.0% | +106.7% | +37.3% | +16.5% |
| All | +144.0% | +105.5% | +38.5% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling