+258.1%
GDX vs MRK
+48.0%
+210.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.9% | -2.7% | +4.6% | +2.3% |
| 30D | +9.9% | +12.7% | -2.8% | +8.5% |
| 3M | +28.2% | +24.2% | +4.0% | +25.6% |
| 6M | -2.9% | +27.8% | -30.7% | -5.1% |
| YTD | +16.0% | +42.2% | -26.2% | +12.9% |
| 1Y | +49.9% | +80.2% | -30.3% | +44.2% |
| All | +258.1% | +48.0% | +210.1% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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