+245.7%
GDX vs MCHP
-3.5%
+249.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.0% |
| 7D | -5.4% | -2.1% | -3.3% | -5.0% |
| 30D | +6.6% | -11.1% | +17.7% | +9.2% |
| 3M | +30.1% | -18.1% | +48.2% | +34.8% |
| 6M | -7.1% | +10.8% | -17.9% | -8.5% |
| YTD | +12.0% | +14.2% | -2.3% | +9.9% |
| 1Y | +41.2% | +13.5% | +27.7% | +38.1% |
| All | +245.7% | -3.5% | +249.2% | +237.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling