+185.4%
GDX vs MMM
+44.4%
+140.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | +13.6% | +6.2% | +7.4% | +12.0% |
| 30D | +2.5% | +14.2% | -11.7% | -0.8% |
| 3M | +4.4% | +2.9% | +1.5% | +3.6% |
| 6M | -5.2% | +27.6% | -32.8% | -10.7% |
| YTD | +2.1% | +17.3% | -15.1% | -2.1% |
| 1Y | +24.7% | +15.1% | +9.6% | +20.0% |
| 3Y | +211.3% | +157.1% | +54.2% | +137.9% |
| All | +185.4% | +44.4% | +140.9% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling