+445.3%
MP vs IAU
+148.8%
+296.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +2.0% |
| 7D | -2.9% | -0.5% | -2.3% | -2.6% |
| 30D | +13.8% | +4.4% | +9.4% | +10.5% |
| 3M | -16.7% | -1.1% | -15.6% | -16.0% |
| 6M | -11.5% | -13.7% | +2.2% | -2.0% |
| YTD | +7.9% | +2.7% | +5.2% | +6.1% |
| 1Y | -15.0% | +24.6% | -39.7% | -25.3% |
| 3Y | +153.5% | +126.8% | +26.7% | +46.9% |
| 5Y | +58.7% | +139.5% | -80.8% | -13.9% |
| All | +445.3% | +148.8% | +296.5% | +106.9% |
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