+157.9%
MTZ vs IAU
+141.6%
+16.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -11.1% | +4.4% | -15.5% | -12.4% |
| 3M | -36.7% | -1.1% | -35.6% | -36.7% |
| 6M | -21.9% | -13.7% | -8.2% | -19.3% |
| YTD | +9.1% | +2.7% | +6.4% | +7.1% |
| 1Y | +30.0% | +24.6% | +5.3% | +20.6% |
| 3Y | +138.5% | +126.8% | +11.6% | +77.5% |
| All | +157.9% | +141.6% | +16.3% | +76.5% |
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 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