+8.3%
GDX vs MDB
-9.3%
+17.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | +0.7% | +3.0% | -2.2% | +0.3% |
| 30D | -3.8% | -11.3% | +7.6% | -2.4% |
| 3M | -5.4% | -23.0% | +17.6% | -3.2% |
| 6M | -12.7% | +14.8% | -27.4% | -15.3% |
| YTD | -0.7% | -19.4% | +18.8% | -0.2% |
| All | +8.3% | -9.3% | +17.6% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling