+310.1%
GDX vs MCD
+219.3%
+90.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +4.0% |
| 7D | +15.6% | +5.9% | +9.6% | +14.1% |
| 30D | +2.4% | +19.6% | -17.2% | -1.7% |
| 3M | +1.7% | +3.3% | -1.5% | +0.9% |
| 6M | -3.3% | +3.5% | -6.8% | -4.3% |
| YTD | +6.6% | -6.1% | +12.7% | +7.9% |
| 1Y | +27.0% | -3.7% | +30.6% | +27.6% |
| 3Y | +243.4% | +13.4% | +230.0% | +231.0% |
| 5Y | +194.2% | +25.2% | +169.0% | +176.9% |
| 10Y | +310.1% | +211.3% | +98.9% | +219.9% |
| All | +310.1% | +219.3% | +90.9% | +219.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling