+228.8%
GDX vs MPC
+188.2%
+40.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +11.5% | -8.8% | +20.3% | +11.3% |
| 30D | -3.1% | -14.4% | +11.3% | -3.2% |
| 3M | -4.4% | +21.9% | -26.4% | -5.6% |
| 6M | -8.6% | +60.1% | -68.7% | -11.4% |
| YTD | +0.8% | +142.3% | -141.5% | -8.2% |
| 1Y | +14.7% | +101.7% | -87.0% | +7.1% |
| 3Y | +228.8% | +184.8% | +44.0% | +186.2% |
| All | +228.8% | +188.2% | +40.6% | +186.2% |
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 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