+492.6%
MTZ vs IAU
+209.6%
+283.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.8% | +8.2% |
| 7D | -2.4% | +4.9% | -7.3% | -3.4% |
| 30D | -11.1% | -1.4% | -9.7% | -10.9% |
| 3M | -30.6% | -4.8% | -25.8% | -30.0% |
| 6M | -54.4% | -12.5% | -41.9% | -53.4% |
| YTD | -13.0% | -4.2% | -8.9% | -12.4% |
| 1Y | -5.7% | +3.1% | -8.8% | -5.9% |
| 3Y | +297.2% | +110.0% | +187.2% | +261.6% |
| 5Y | +95.9% | +123.1% | -27.2% | +75.2% |
| 10Y | +492.6% | +216.7% | +275.9% | +490.9% |
| All | +492.6% | +209.6% | +283.0% | +490.9% |
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 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