+301.2%
GDX vs MPC
+1,096.9%
-795.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +13.6% | -16.2% | +29.8% | +15.1% |
| 30D | +2.5% | -15.7% | +18.2% | +3.7% |
| 3M | +4.4% | +24.9% | -20.5% | +1.8% |
| 6M | -5.2% | +52.7% | -57.9% | -9.5% |
| YTD | +2.1% | +131.9% | -129.7% | -7.1% |
| 1Y | +24.7% | +96.6% | -71.9% | +15.4% |
| 3Y | +211.3% | +163.8% | +47.5% | +176.9% |
| 5Y | +186.7% | +533.1% | -346.4% | +134.0% |
| All | +301.2% | +1,096.9% | -795.7% | +176.1% |
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