+214.2%
GDX vs MMM
+331.4%
-117.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | -3.3% | +2.9% | +0.5% |
| 30D | +18.6% | -7.0% | +25.6% | +20.9% |
| 3M | +14.9% | +10.8% | +4.1% | +11.7% |
| 6M | -6.3% | +5.8% | -12.0% | -7.7% |
| YTD | +15.7% | +6.8% | +9.0% | +13.5% |
| 1Y | +54.8% | +10.4% | +44.5% | +50.2% |
| 3Y | +253.4% | +104.7% | +148.8% | +183.1% |
| 5Y | +219.7% | +23.6% | +196.1% | +190.9% |
| 10Y | +300.2% | +54.1% | +246.1% | +219.8% |
| All | +214.2% | +331.4% | -117.2% | +56.5% |
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