+2,577.1%
MTZ vs IAU
+875.8%
+1,701.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.2% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -11.1% | +4.4% | -15.5% | -11.6% |
| 3M | -36.7% | -1.1% | -35.6% | -36.7% |
| 6M | -21.9% | -13.7% | -8.2% | -20.8% |
| YTD | +9.1% | +2.7% | +6.4% | +8.7% |
| 1Y | +30.0% | +24.6% | +5.3% | +27.0% |
| 3Y | +138.5% | +126.8% | +11.6% | +119.8% |
| 5Y | +158.3% | +139.5% | +18.9% | +136.2% |
| 10Y | +700.8% | +226.3% | +474.5% | +618.4% |
| All | +2,577.1% | +875.8% | +1,701.3% | +2,141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling