+283.8%
GDX vs MCD
+177.3%
+106.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -0.4% | -2.8% | +2.4% | +0.3% |
| 30D | +18.6% | -6.0% | +24.6% | +20.2% |
| 3M | +14.9% | -5.6% | +20.5% | +16.1% |
| 6M | -6.3% | -21.9% | +15.6% | -0.8% |
| YTD | +15.7% | -14.7% | +30.4% | +19.8% |
| 1Y | +54.8% | -17.3% | +72.1% | +61.2% |
| 3Y | +253.4% | -2.2% | +255.6% | +252.2% |
| 5Y | +219.7% | +20.3% | +199.4% | +203.4% |
| All | +283.8% | +177.3% | +106.5% | +215.3% |
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