+301.2%
GDX vs MLM
+185.4%
+115.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | +13.6% | -4.1% | +17.8% | +14.6% |
| 30D | +2.5% | +8.2% | -5.7% | +0.8% |
| 3M | +4.4% | -3.6% | +8.0% | +5.0% |
| 6M | -5.2% | -15.6% | +10.3% | -2.3% |
| YTD | +2.1% | -16.4% | +18.6% | +5.4% |
| 1Y | +24.7% | -14.3% | +39.0% | +28.2% |
| 3Y | +211.3% | +19.3% | +192.0% | +201.6% |
| 5Y | +186.7% | +29.6% | +157.1% | +170.5% |
| All | +301.2% | +185.4% | +115.7% | +231.6% |
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