+24.7%
GDX vs MLM
-14.5%
+39.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.1% |
| 7D | +13.6% | -4.1% | +17.8% | +16.0% |
| 30D | +2.5% | +8.2% | -5.7% | -2.5% |
| 3M | +4.4% | -3.6% | +8.0% | +6.1% |
| 6M | -5.2% | -15.6% | +10.3% | +3.3% |
| YTD | +2.1% | -16.4% | +18.6% | +8.8% |
| 1Y | +24.7% | -14.3% | +39.0% | +30.9% |
| All | +24.7% | -14.5% | +39.2% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling