+310.1%
GDX vs MMM
+88.0%
+222.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.1% |
| 7D | +15.6% | +5.8% | +9.8% | +14.5% |
| 30D | +2.4% | +17.9% | -15.5% | -0.2% |
| 3M | +1.7% | +3.6% | -1.8% | +1.1% |
| 6M | -3.3% | +32.9% | -36.2% | -7.5% |
| YTD | +6.6% | +19.5% | -12.8% | +3.5% |
| 1Y | +27.0% | +16.5% | +10.4% | +23.6% |
| 3Y | +243.4% | +167.2% | +76.2% | +196.3% |
| 5Y | +194.2% | +48.2% | +146.0% | +166.3% |
| 10Y | +310.1% | +83.0% | +227.1% | +357.1% |
| All | +310.1% | +88.0% | +222.1% | +357.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling