+277.0%
MTZ vs IAU
+98.8%
+178.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.3% |
| 7D | +16.5% | -5.5% | +21.9% | +18.6% |
| 30D | -10.2% | -7.0% | -3.2% | -8.1% |
| 3M | -34.2% | -12.3% | -21.9% | -31.3% |
| 6M | -56.0% | -17.9% | -38.0% | -53.3% |
| YTD | -14.8% | -10.3% | -4.5% | -12.8% |
| 1Y | -7.2% | -7.9% | +0.7% | -5.8% |
| All | +277.0% | +98.8% | +178.2% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling