+24.8%
GDX vs MMM
+22.1%
+2.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.5% | -0.5% | +3.6% |
| 7D | +0.8% | +12.2% | -11.5% | -5.4% |
| 30D | -3.2% | +18.8% | -22.1% | -12.0% |
| 3M | +8.6% | +7.4% | +1.2% | +4.5% |
| 6M | -1.2% | +38.3% | -39.6% | -19.1% |
| YTD | -1.4% | +22.9% | -24.2% | -18.0% |
| 1Y | +24.8% | +23.0% | +1.8% | +1.4% |
| All | +24.8% | +22.1% | +2.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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