+349.2%
GDX vs MLM
+140.5%
+208.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +0.7% | -5.8% | +6.6% | +1.9% |
| 30D | -3.8% | +9.8% | -13.6% | -5.6% |
| 3M | -5.4% | -5.2% | -0.3% | -4.6% |
| 6M | -12.7% | -10.3% | -2.4% | -11.0% |
| YTD | -0.7% | -15.5% | +14.8% | +2.4% |
| 1Y | +11.9% | -15.0% | +26.9% | +15.2% |
| 3Y | +223.9% | +17.5% | +206.4% | +214.4% |
| 5Y | +163.2% | +30.5% | +132.6% | +147.9% |
| 10Y | +349.2% | +145.5% | +203.6% | +269.2% |
| All | +349.2% | +140.5% | +208.6% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling