+15.5%
GDX vs MDLN
-0.9%
+16.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -0.8% |
| 7D | +4.0% | -1.2% | +5.1% | +4.0% |
| 30D | +9.5% | -1.5% | +11.0% | +9.5% |
| 3M | +25.1% | +2.6% | +22.5% | +22.9% |
| 6M | -2.9% | -20.9% | +17.9% | -2.2% |
| YTD | +14.7% | -17.4% | +32.1% | +13.3% |
| All | +15.5% | -0.9% | +16.4% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling