+237.4%
MP vs IAU
+129.7%
+107.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.9% | -6.6% |
| 7D | -19.0% | +1.9% | -20.9% | -20.2% |
| 30D | -30.5% | -1.7% | -28.7% | -29.6% |
| 3M | -29.6% | -3.6% | -26.0% | -27.7% |
| 6M | -50.4% | -10.1% | -40.3% | -46.5% |
| YTD | -33.2% | -5.1% | -28.1% | -30.5% |
| 1Y | -38.6% | +2.6% | -41.2% | -39.3% |
| 3Y | +105.5% | +104.1% | +1.4% | +28.2% |
| 5Y | -7.8% | +122.8% | -130.6% | -47.3% |
| All | +237.4% | +129.7% | +107.7% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling