+296.0%
GDX vs MCHP
+207.0%
+88.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.5% | +0.5% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +6.8% | -6.0% | +12.8% | +7.9% |
| 3M | +24.9% | -19.7% | +44.6% | +29.2% |
| 6M | -4.2% | +14.0% | -18.2% | -6.4% |
| YTD | +13.2% | +18.4% | -5.2% | +10.0% |
| 1Y | +40.2% | +17.1% | +23.1% | +35.9% |
| 3Y | +249.6% | +0.7% | +248.9% | +236.5% |
| 5Y | +230.4% | +5.1% | +225.3% | +209.3% |
| All | +296.0% | +207.0% | +88.9% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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