+310.9%
GDX vs MDB
+848.0%
-537.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.9% |
| 7D | +13.6% | -11.4% | +25.0% | +14.8% |
| 30D | +2.5% | -13.8% | +16.3% | +3.8% |
| 3M | +4.4% | -15.5% | +19.8% | +5.4% |
| 6M | -5.2% | +17.9% | -23.2% | -7.7% |
| YTD | +2.1% | -25.5% | +27.6% | +3.1% |
| 1Y | +24.7% | -12.1% | +36.8% | +23.8% |
| 3Y | +211.3% | -5.9% | +217.2% | +197.1% |
| 5Y | +186.7% | -43.7% | +230.4% | +171.3% |
| All | +310.9% | +848.0% | -537.0% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling