+211.3%
GDX vs MPC
+160.2%
+51.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.1% |
| 7D | +13.6% | -16.2% | +29.8% | +13.6% |
| 30D | +2.5% | -15.7% | +18.2% | +2.4% |
| 3M | +4.4% | +24.9% | -20.5% | +2.7% |
| 6M | -5.2% | +52.7% | -57.9% | -8.3% |
| YTD | +2.1% | +131.9% | -129.7% | -7.3% |
| 1Y | +24.7% | +96.6% | -71.9% | +15.9% |
| 3Y | +211.3% | +163.8% | +47.5% | +169.8% |
| All | +211.3% | +160.2% | +51.1% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling