+169.7%
GDX vs MDT
+230.7%
-61.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.7% | -3.2% | +3.9% | +1.6% |
| 30D | -3.8% | +10.5% | -14.3% | -6.4% |
| 3M | -5.4% | +13.0% | -18.4% | -8.7% |
| 6M | -12.7% | +38.7% | -51.4% | -20.7% |
| YTD | -0.7% | +8.5% | -9.1% | -3.4% |
| 1Y | +11.9% | +10.0% | +1.8% | +8.3% |
| 3Y | +223.9% | +58.6% | +165.3% | +181.4% |
| 5Y | +163.2% | -0.3% | +163.5% | +156.5% |
| 10Y | +349.2% | +61.3% | +287.9% | +264.8% |
| All | +169.7% | +230.7% | -61.0% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling