+950.8%
MU vs IAU
+99.0%
+851.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +12.8% | -4.6% | +17.4% | +15.8% |
| 30D | -14.9% | -5.4% | -9.4% | -12.2% |
| 3M | -18.0% | -10.9% | -7.2% | -12.6% |
| 6M | -3.1% | -17.4% | +14.2% | +7.0% |
| YTD | +172.9% | -10.2% | +183.1% | +193.5% |
| 1Y | +228.8% | -7.1% | +235.9% | +247.3% |
| 3Y | +950.8% | +97.7% | +853.1% | +689.0% |
| All | +950.8% | +99.0% | +851.8% | +689.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling