+283.8%
GDX vs MPC
+1,119.4%
-835.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.4% | +5.4% | -5.8% | -0.9% |
| 30D | +18.6% | +31.0% | -12.4% | +15.6% |
| 3M | +14.9% | +46.0% | -31.1% | +10.7% |
| 6M | -6.3% | +77.3% | -83.6% | -11.8% |
| YTD | +15.7% | +141.9% | -126.2% | +5.2% |
| 1Y | +54.8% | +120.9% | -66.1% | +42.0% |
| 3Y | +253.4% | +182.7% | +70.8% | +212.8% |
| 5Y | +219.7% | +646.4% | -426.8% | +157.4% |
| All | +283.8% | +1,119.4% | -835.6% | +161.2% |
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