+214.2%
GDX vs MCHP
+661.8%
-447.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | -0.4% | +1.7% | -2.1% | -0.7% |
| 30D | +18.6% | -4.1% | +22.7% | +19.6% |
| 3M | +14.9% | -22.5% | +37.4% | +20.9% |
| 6M | -6.3% | +7.3% | -13.5% | -8.2% |
| YTD | +15.7% | +18.4% | -2.7% | +11.0% |
| 1Y | +54.8% | +18.1% | +36.7% | +47.8% |
| 3Y | +253.4% | -2.8% | +256.2% | +237.0% |
| 5Y | +219.7% | +5.5% | +214.2% | +190.4% |
| 10Y | +300.2% | +185.8% | +114.4% | +157.2% |
| All | +214.2% | +661.8% | -447.7% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling