+212.7%
GDX vs MMM
+158.4%
+54.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | 0.0% |
| 7D | -6.8% | -0.4% | -6.4% | -6.7% |
| 30D | -2.1% | +12.1% | -14.3% | -4.3% |
| 3M | -7.5% | +1.4% | -8.9% | -7.9% |
| 6M | -15.2% | +26.6% | -41.7% | -18.9% |
| YTD | -4.8% | +16.8% | -21.6% | -8.2% |
| 1Y | +6.7% | +10.1% | -3.4% | +3.5% |
| 3Y | +212.7% | +158.4% | +54.3% | +148.9% |
| All | +212.7% | +158.4% | +54.4% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling