+444.4%
MTZ vs IAU
+209.9%
+234.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.8% | +4.8% |
| 7D | +12.9% | -2.0% | +14.8% | +13.3% |
| 30D | -8.5% | -4.4% | -4.1% | -7.7% |
| 3M | -30.6% | -8.9% | -21.7% | -29.3% |
| 6M | -55.1% | -15.9% | -39.2% | -53.7% |
| YTD | -13.0% | -7.8% | -5.2% | -11.7% |
| 1Y | -4.3% | -3.8% | -0.5% | -3.4% |
| 3Y | +284.0% | +104.3% | +179.7% | +249.0% |
| 5Y | +97.7% | +111.2% | -13.5% | +76.3% |
| 10Y | +444.4% | +216.4% | +228.0% | +465.3% |
| All | +444.4% | +209.9% | +234.5% | +465.3% |
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