+5,975.2%
MU vs IAU
+220.5%
+5,754.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.4% |
| 7D | +9.0% | -0.5% | +9.5% | +9.1% |
| 30D | +13.8% | +4.4% | +9.4% | +12.1% |
| 3M | +2.1% | -1.1% | +3.1% | +2.3% |
| 6M | +153.8% | -13.7% | +167.5% | +162.4% |
| YTD | +256.4% | +2.7% | +253.7% | +257.2% |
| 1Y | +719.8% | +24.6% | +695.1% | +696.3% |
| 3Y | +1,360.4% | +126.8% | +1,233.5% | +1,199.6% |
| 5Y | +1,312.4% | +139.5% | +1,172.9% | +1,133.4% |
| All | +5,975.2% | +220.5% | +5,754.7% | +5,751.6% |
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 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