+224.1%
GDX vs MCHP
+3.6%
+220.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.5% | +0.3% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +6.8% | -6.0% | +12.8% | +8.1% |
| 3M | +24.9% | -19.7% | +44.6% | +30.0% |
| 6M | -4.2% | +14.0% | -18.2% | -6.8% |
| YTD | +13.2% | +18.4% | -5.2% | +9.5% |
| 1Y | +40.2% | +17.1% | +23.1% | +35.2% |
| 3Y | +249.6% | +0.7% | +248.9% | +236.1% |
| All | +224.1% | +3.6% | +220.5% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling