+361.6%
GDX vs MDB
+978.8%
-617.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | +4.0% | -18.0% | +22.0% | +5.7% |
| 30D | +9.5% | -10.7% | +20.2% | +10.2% |
| 3M | +25.1% | +1.0% | +24.1% | +24.3% |
| 6M | -2.9% | +31.6% | -34.6% | -6.3% |
| YTD | +14.7% | -15.2% | +29.9% | +14.7% |
| 1Y | +47.4% | +10.1% | +37.3% | +43.8% |
| 3Y | +259.7% | -5.6% | +265.3% | +243.8% |
| 5Y | +227.7% | -24.5% | +252.2% | +202.2% |
| All | +361.6% | +978.8% | -617.2% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling