+95.0%
MTZ vs IAU
+105.6%
-10.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +5.0% | -4.6% | +9.6% | +6.5% |
| 30D | -6.0% | -5.4% | -0.6% | -4.5% |
| 3M | -36.1% | -10.9% | -25.2% | -33.9% |
| 6M | -56.9% | -17.4% | -39.5% | -54.4% |
| YTD | -15.9% | -10.2% | -5.7% | -14.0% |
| 1Y | -3.8% | -7.1% | +3.2% | -2.6% |
| 3Y | +272.3% | +97.7% | +174.5% | +185.8% |
| All | +95.0% | +105.6% | -10.6% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling