+739.9%
MTZ vs IAU
+216.4%
+523.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.1% |
| 7D | +3.6% | +0.7% | +2.8% | +3.4% |
| 30D | -9.6% | +0.3% | -10.0% | -9.8% |
| 3M | -31.9% | +0.7% | -32.6% | -32.1% |
| 6M | -13.8% | -15.5% | +1.7% | -11.8% |
| YTD | +13.3% | +1.0% | +12.3% | +12.9% |
| 1Y | +39.3% | +19.6% | +19.7% | +35.8% |
| 3Y | +168.3% | +125.4% | +42.9% | +141.2% |
| 5Y | +166.4% | +140.7% | +25.7% | +135.6% |
| 10Y | +739.9% | +218.1% | +521.8% | +791.5% |
| All | +739.9% | +216.4% | +523.5% | +791.5% |
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