-6.1%
MP vs IAU
+114.3%
-120.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.6% |
| 3M | -33.3% | -8.2% | -25.1% | -28.9% |
| 6M | -45.9% | -14.8% | -31.2% | -39.0% |
| YTD | -27.8% | -6.7% | -21.1% | -24.2% |
| 1Y | -43.2% | -2.2% | -41.0% | -42.5% |
| 3Y | +144.0% | +106.7% | +37.3% | +36.5% |
| 5Y | -6.1% | +114.8% | -120.9% | -52.8% |
| All | -6.1% | +114.3% | -120.4% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling