+327.3%
GDX vs MMM
+75.7%
+251.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -4.6% | -0.8% | -3.7% | -4.4% |
| 30D | -6.2% | +14.4% | -20.6% | -8.2% |
| 3M | -10.0% | +1.8% | -11.8% | -10.3% |
| 6M | -15.8% | +31.3% | -47.0% | -19.3% |
| YTD | -4.6% | +18.0% | -22.5% | -7.3% |
| 1Y | +4.0% | +10.9% | -6.9% | +1.9% |
| 3Y | +211.1% | +160.6% | +50.5% | +168.3% |
| 5Y | +152.3% | +44.5% | +107.8% | +128.7% |
| All | +327.3% | +75.7% | +251.6% | +316.2% |
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