+214.2%
GDX vs MLM
+627.8%
-413.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | -0.4% | -2.9% | +2.5% | +0.4% |
| 30D | +18.6% | -6.8% | +25.4% | +20.8% |
| 3M | +14.9% | -11.2% | +26.1% | +18.3% |
| 6M | -6.3% | -21.8% | +15.6% | -0.2% |
| YTD | +15.7% | -17.0% | +32.7% | +21.2% |
| 1Y | +54.8% | -16.4% | +71.2% | +61.6% |
| 3Y | +253.4% | +14.5% | +239.0% | +237.9% |
| 5Y | +219.7% | +41.7% | +177.9% | +185.1% |
| 10Y | +300.2% | +200.0% | +100.2% | +171.1% |
| All | +214.2% | +627.8% | -413.6% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling