+3,005.7%
MPC vs IAU
+159.8%
+2,845.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -3.9% |
| 7D | -12.8% | +1.9% | -14.7% | -12.8% |
| 30D | -12.7% | -1.7% | -11.0% | -12.6% |
| 3M | +27.1% | -3.6% | +30.6% | +27.3% |
| 6M | +45.8% | -10.1% | +55.9% | +46.6% |
| YTD | +134.7% | -5.1% | +139.8% | +134.6% |
| 1Y | +106.0% | +2.6% | +103.5% | +104.7% |
| 3Y | +165.5% | +104.1% | +61.4% | +150.5% |
| 5Y | +540.9% | +122.8% | +418.1% | +499.0% |
| 10Y | +1,133.6% | +206.5% | +927.1% | +1,043.7% |
| All | +3,005.7% | +159.8% | +2,845.9% | +3,712.8% |
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 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