+21.2%
GDX vs MCD
-3.5%
+24.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.1% |
| 3M | +1.7% | +3.3% | -1.5% | +0.3% |
| 6M | -3.3% | +3.5% | -6.8% | -4.4% |
| YTD | +6.6% | -6.1% | +12.7% | +11.0% |
| All | +21.2% | -3.5% | +24.7% | +26.7% |
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