+212.7%
GDX vs MCHP
-13.2%
+225.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -6.8% | +5.7% | -12.5% | -7.9% |
| 30D | -2.1% | -13.4% | +11.3% | +0.3% |
| 3M | -7.5% | -20.1% | +12.6% | -3.6% |
| 6M | -15.2% | -35.5% | +20.4% | -8.2% |
| YTD | -4.8% | -1.6% | -3.3% | -4.3% |
| 1Y | +6.7% | +15.5% | -8.8% | +4.7% |
| 3Y | +212.7% | -13.2% | +225.9% | +215.3% |
| All | +212.7% | -13.2% | +225.9% | +215.3% |
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