+54.8%
GDX vs MCD
-17.5%
+72.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -0.4% | -2.8% | +2.4% | -0.5% |
| 30D | +18.6% | -6.0% | +24.6% | +18.6% |
| 3M | +14.9% | -5.6% | +20.5% | +15.3% |
| 6M | -6.3% | -21.9% | +15.6% | -5.8% |
| YTD | +15.7% | -14.7% | +30.4% | +19.5% |
| 1Y | +54.8% | -17.3% | +72.1% | +58.2% |
| All | +54.8% | -17.5% | +72.3% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling