+224.1%
GDX vs MDLZ
+17.7%
+206.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -2.2% | +1.9% | -4.1% | -2.6% |
| 30D | +6.8% | +0.4% | +6.3% | +6.6% |
| 3M | +24.9% | -0.6% | +25.6% | +24.8% |
| 6M | -4.2% | +14.7% | -18.9% | -8.6% |
| YTD | +13.2% | +18.0% | -4.8% | +7.3% |
| 1Y | +40.2% | +4.1% | +36.1% | +37.6% |
| 3Y | +249.6% | -4.6% | +254.2% | +250.5% |
| All | +224.1% | +17.7% | +206.4% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 5y: compounded portfolio wealth divided by compounded MDLZ 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…
5y analysis · Full analysis span regression · 6 months rolling