+12.7%
GDX vs MDLN
-7.5%
+20.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.4% | -3.3% |
| 7D | -5.4% | -11.5% | +6.1% | -5.2% |
| 30D | +6.6% | -7.6% | +14.1% | +6.7% |
| 3M | +30.1% | -11.4% | +41.5% | +28.8% |
| 6M | -7.1% | -24.5% | +17.4% | -6.7% |
| YTD | +12.0% | -22.9% | +34.8% | +10.7% |
| All | +12.7% | -7.5% | +20.2% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling