+214.2%
GDX vs MCD
+1,225.9%
-1,011.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -0.4% | -2.8% | +2.4% | +0.4% |
| 30D | +18.6% | -6.0% | +24.6% | +20.5% |
| 3M | +14.9% | -5.6% | +20.5% | +16.3% |
| 6M | -6.3% | -21.9% | +15.6% | 0.0% |
| YTD | +15.7% | -14.7% | +30.4% | +20.4% |
| 1Y | +54.8% | -17.3% | +72.1% | +62.1% |
| 3Y | +253.4% | -2.2% | +255.6% | +251.7% |
| 5Y | +219.7% | +20.3% | +199.4% | +199.1% |
| 10Y | +300.2% | +180.7% | +119.5% | +183.4% |
| All | +214.2% | +1,225.9% | -1,011.7% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling