+211.5%
GDX vs MDLZ
+404.0%
-192.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | +4.0% | 0.0% | +3.9% | +3.9% |
| 30D | +9.5% | -1.6% | +11.0% | +9.9% |
| 3M | +25.1% | +0.9% | +24.2% | +24.2% |
| 6M | -2.9% | +7.3% | -10.3% | -5.4% |
| YTD | +14.7% | +16.4% | -1.7% | +9.2% |
| 1Y | +47.4% | +3.0% | +44.5% | +44.8% |
| 3Y | +259.7% | -3.7% | +263.4% | +256.7% |
| 5Y | +227.7% | +15.6% | +212.0% | +207.7% |
| 10Y | +289.0% | +79.0% | +210.0% | +219.3% |
| All | +211.5% | +404.0% | -192.5% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling