+249.6%
GDX vs MCK
+112.3%
+137.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.2% | -2.9% | +0.7% | -2.4% |
| 30D | +6.8% | +0.4% | +6.3% | +6.8% |
| 3M | +24.9% | +12.1% | +12.8% | +26.1% |
| 6M | -4.2% | -5.4% | +1.2% | -3.2% |
| YTD | +13.2% | +7.8% | +5.4% | +15.7% |
| 1Y | +40.2% | +22.9% | +17.3% | +42.9% |
| 3Y | +249.6% | +110.7% | +138.9% | +278.6% |
| All | +249.6% | +112.3% | +137.3% | +278.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling