+326.3%
GDX vs MLM
+138.2%
+188.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -6.8% | -0.9% | -5.9% | -6.6% |
| 30D | -2.1% | +9.0% | -11.1% | -3.9% |
| 3M | -7.5% | -5.6% | -1.9% | -6.5% |
| 6M | -15.2% | -10.7% | -4.5% | -13.4% |
| YTD | -4.8% | -17.2% | +12.3% | -1.5% |
| 1Y | +6.7% | -14.2% | +20.9% | +9.8% |
| 3Y | +212.7% | +15.6% | +197.1% | +204.6% |
| 5Y | +151.7% | +26.2% | +125.4% | +138.4% |
| All | +326.3% | +138.2% | +188.0% | +250.6% |
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