+24.8%
GDX vs MCK
+31.3%
-6.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.0% | +2.0% | +9.7% |
| 7D | +0.8% | +11.3% | -10.6% | +2.1% |
| 30D | -3.2% | +16.8% | -20.1% | -1.2% |
| 3M | +8.6% | +28.9% | -20.4% | +13.0% |
| 6M | -1.2% | +32.7% | -33.9% | +4.7% |
| YTD | -1.4% | +30.8% | -32.1% | +9.7% |
| 1Y | +24.8% | +27.6% | -2.8% | +39.0% |
| All | +24.8% | +31.3% | -6.5% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling