+185.4%
GDX vs MLM
+23.5%
+161.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.7% |
| 7D | +13.6% | -4.1% | +17.8% | +15.1% |
| 30D | +2.5% | +8.2% | -5.7% | -0.3% |
| 3M | +4.4% | -3.6% | +8.0% | +5.4% |
| 6M | -5.2% | -15.6% | +10.3% | -0.6% |
| YTD | +2.1% | -16.4% | +18.6% | +7.3% |
| 1Y | +24.7% | -14.3% | +39.0% | +30.2% |
| 3Y | +211.3% | +19.3% | +192.0% | +193.3% |
| All | +185.4% | +23.5% | +161.8% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling