+58.1%
MP vs IAU
+141.6%
-83.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +2.0% |
| 7D | -2.9% | -0.5% | -2.3% | -2.5% |
| 30D | +13.8% | +4.4% | +9.4% | +10.2% |
| 3M | -16.7% | -1.1% | -15.6% | -15.9% |
| 6M | -11.5% | -13.7% | +2.2% | -1.2% |
| YTD | +7.9% | +2.7% | +5.2% | +5.5% |
| 1Y | -15.0% | +24.6% | -39.7% | -26.6% |
| 3Y | +153.5% | +126.8% | +26.7% | +32.8% |
| All | +58.1% | +141.6% | -83.5% | -27.6% |
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