+243.4%
GDX vs MDT
+57.9%
+185.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.2% |
| 7D | +15.6% | +3.5% | +12.0% | +14.6% |
| 30D | +2.4% | +16.2% | -13.7% | -1.1% |
| 3M | +1.7% | +18.9% | -17.2% | -2.6% |
| 6M | -3.3% | +37.3% | -40.6% | -11.4% |
| YTD | +6.6% | +9.7% | -3.1% | +4.5% |
| 1Y | +27.0% | +15.2% | +11.8% | +22.9% |
| 3Y | +243.4% | +61.8% | +181.6% | +184.4% |
| All | +243.4% | +57.9% | +185.4% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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