+152.2%
GDX vs MP
+291.5%
-139.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | -6.8% | +9.5% | -16.3% | -7.9% |
| 30D | -2.1% | -3.0% | +0.9% | -1.9% |
| 3M | -7.5% | -30.4% | +22.9% | -3.2% |
| 6M | -15.2% | -39.2% | +24.0% | -10.2% |
| YTD | -4.8% | -23.3% | +18.5% | -2.2% |
| 1Y | +6.7% | -32.6% | +39.4% | +11.0% |
| 3Y | +212.7% | +159.3% | +53.5% | +163.5% |
| 5Y | +151.7% | -16.4% | +168.1% | +129.5% |
| All | +152.2% | +291.5% | -139.3% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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