+365.6%
GDX vs MDB
+1,017.4%
-651.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.8% |
| 7D | -0.4% | -17.4% | +17.0% | +1.2% |
| 30D | +18.6% | -2.0% | +20.6% | +18.5% |
| 3M | +14.9% | -3.0% | +17.9% | +14.6% |
| 6M | -6.3% | +48.7% | -54.9% | -10.5% |
| YTD | +15.7% | -12.1% | +27.9% | +15.4% |
| 1Y | +54.8% | +14.5% | +40.3% | +50.5% |
| 3Y | +253.4% | -6.1% | +259.6% | +238.0% |
| 5Y | +219.7% | -27.3% | +247.0% | +195.9% |
| All | +365.6% | +1,017.4% | -651.8% | +266.1% |
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 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