+173.8%
GDX vs MCD
+1,363.2%
-1,189.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +11.5% | +7.3% | +4.2% | +9.4% |
| 30D | -3.1% | +20.0% | -23.1% | -7.8% |
| 3M | -4.4% | +3.8% | -8.2% | -5.5% |
| 6M | -8.6% | +3.8% | -12.3% | -9.8% |
| YTD | +0.8% | -5.9% | +6.7% | +2.1% |
| 1Y | +14.7% | -3.2% | +17.9% | +15.1% |
| 3Y | +228.8% | +13.3% | +215.5% | +214.5% |
| 5Y | +173.4% | +25.2% | +148.1% | +153.2% |
| 10Y | +319.2% | +213.3% | +105.9% | +188.0% |
| All | +173.8% | +1,363.2% | -1,189.5% | -8.1% |
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