+327.3%
GDX vs MPC
+1,165.7%
-838.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.4% | -4.1% |
| 7D | -4.6% | +9.4% | -14.0% | -5.2% |
| 30D | -6.2% | -13.4% | +7.3% | -5.3% |
| 3M | -10.0% | +18.9% | -28.9% | -11.7% |
| 6M | -15.8% | +64.9% | -80.7% | -20.0% |
| YTD | -4.6% | +156.8% | -161.4% | -13.8% |
| 1Y | +4.0% | +113.2% | -109.2% | -4.2% |
| 3Y | +211.1% | +201.8% | +9.3% | +173.8% |
| 5Y | +152.3% | +601.4% | -449.1% | +104.4% |
| All | +327.3% | +1,165.7% | -838.4% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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