+211.3%
GDX vs MP
+114.3%
+96.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.8% | +1.4% |
| 7D | +13.6% | -10.5% | +24.1% | +15.5% |
| 30D | +2.5% | -23.5% | +26.0% | +6.8% |
| 3M | +4.4% | -25.4% | +29.8% | +9.1% |
| 6M | -5.2% | -51.3% | +46.0% | +4.7% |
| YTD | +2.1% | -29.9% | +32.0% | +7.3% |
| 1Y | +24.7% | -31.8% | +56.5% | +31.2% |
| 3Y | +211.3% | +127.0% | +84.3% | +154.5% |
| All | +211.3% | +114.3% | +96.9% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling