+1,865.0%
MTZ vs IAU
+793.8%
+1,071.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +9.6% |
| 7D | -6.4% | +4.7% | -11.2% | -7.1% |
| 30D | -22.1% | -0.9% | -21.2% | -22.0% |
| 3M | -32.7% | -4.4% | -28.3% | -32.4% |
| 6M | -59.8% | -13.5% | -46.3% | -59.2% |
| YTD | -19.9% | -5.9% | -14.0% | -19.4% |
| 1Y | -11.5% | +1.9% | -13.4% | -11.6% |
| 3Y | +258.1% | +104.1% | +154.0% | +234.0% |
| 5Y | +85.5% | +121.0% | -35.5% | +71.3% |
| 10Y | +492.2% | +204.1% | +288.1% | +436.1% |
| All | +1,865.0% | +793.8% | +1,071.3% | +1,562.7% |
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