+289.0%
GDX vs MMM
+54.6%
+234.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | +4.0% | -1.6% | +5.5% | +4.2% |
| 30D | +9.5% | -8.0% | +17.5% | +10.9% |
| 3M | +25.1% | +9.4% | +15.7% | +23.3% |
| 6M | -2.9% | +10.2% | -13.2% | -4.4% |
| YTD | +14.7% | +6.1% | +8.6% | +13.4% |
| 1Y | +47.4% | +10.8% | +36.6% | +44.9% |
| 3Y | +259.7% | +104.8% | +154.9% | +220.4% |
| 5Y | +227.7% | +27.0% | +200.6% | +202.6% |
| 10Y | +289.0% | +53.8% | +235.2% | +296.7% |
| All | +289.0% | +54.6% | +234.4% | +296.7% |
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