+14.0%
GDX vs MDLN
-7.1%
+21.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -2.2% | -11.1% | +8.9% | -2.0% |
| 30D | +6.8% | -8.4% | +15.1% | +6.9% |
| 3M | +24.9% | -12.4% | +37.3% | +23.8% |
| 6M | -4.2% | -23.3% | +19.1% | -4.0% |
| YTD | +13.2% | -22.5% | +35.8% | +11.9% |
| All | +14.0% | -7.1% | +21.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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