-4.3%
MTZ vs IAU
-3.8%
-0.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.8% | +5.0% |
| 7D | +12.9% | -2.0% | +14.8% | +13.7% |
| 30D | -8.5% | -4.4% | -4.1% | -6.9% |
| 3M | -30.6% | -8.9% | -21.7% | -28.1% |
| 6M | -55.1% | -15.9% | -39.2% | -52.6% |
| YTD | -13.0% | -7.8% | -5.2% | -13.3% |
| 1Y | -4.3% | -3.8% | -0.5% | -10.1% |
| All | -4.3% | -3.8% | -0.5% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling