-32.7%
MTZ vs IAU
-4.3%
-28.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +9.4% |
| 7D | -6.4% | +4.7% | -11.2% | -6.5% |
| 30D | -22.1% | -0.9% | -21.2% | -20.5% |
| 3M | -32.7% | -4.4% | -28.3% | -30.9% |
| All | -32.7% | -4.3% | -28.3% | -30.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling