+185.4%
GDX vs MCD
+21.9%
+163.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +13.6% | +7.1% | +6.5% | +11.7% |
| 30D | +2.5% | +19.8% | -17.3% | -2.1% |
| 3M | +4.4% | +0.8% | +3.6% | +4.0% |
| 6M | -5.2% | -1.3% | -3.9% | -5.2% |
| YTD | +2.1% | -7.8% | +9.9% | +4.2% |
| 1Y | +24.7% | -5.0% | +29.7% | +25.9% |
| 3Y | +211.3% | +10.5% | +200.7% | +199.5% |
| All | +185.4% | +21.9% | +163.4% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling