+177.3%
GDX vs MMM
+373.8%
-196.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | +13.6% | +6.2% | +7.4% | +11.9% |
| 30D | +2.5% | +14.2% | -11.7% | -1.1% |
| 3M | +4.4% | +2.9% | +1.5% | +3.5% |
| 6M | -5.2% | +27.6% | -32.8% | -11.3% |
| YTD | +2.1% | +17.3% | -15.1% | -2.3% |
| 1Y | +24.7% | +15.1% | +9.6% | +19.9% |
| 3Y | +211.3% | +157.1% | +54.2% | +134.5% |
| 5Y | +186.7% | +45.1% | +141.6% | +149.9% |
| 10Y | +285.3% | +83.9% | +201.5% | +189.8% |
| All | +177.3% | +373.8% | -196.6% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling