+224.4%
MRK vs IAU
+220.2%
+4.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -4.3% | -2.0% | -2.2% | -4.1% |
| 30D | +8.3% | -1.5% | +9.8% | +8.4% |
| 3M | +20.0% | +3.3% | +16.8% | +19.9% |
| 6M | +25.7% | -16.2% | +41.9% | +26.5% |
| YTD | +38.7% | +0.7% | +38.1% | +38.5% |
| 1Y | +74.7% | +19.2% | +55.4% | +73.2% |
| 3Y | +45.4% | +124.4% | -79.1% | +38.5% |
| 5Y | +129.0% | +140.0% | -11.0% | +116.6% |
| All | +224.4% | +220.2% | +4.2% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling