-59.8%
MTZ vs IAU
-13.3%
-46.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +9.8% |
| 7D | -6.4% | +4.7% | -11.2% | -8.6% |
| 30D | -22.1% | -0.9% | -21.2% | -21.3% |
| 3M | -32.7% | -4.4% | -28.3% | -31.4% |
| 6M | -59.8% | -13.5% | -46.3% | -57.1% |
| All | -59.8% | -13.3% | -46.5% | -57.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling