+296.0%
GDX vs MTUM
+357.8%
-61.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | +6.8% | -2.4% | +9.2% | +7.8% |
| 3M | +24.9% | -3.6% | +28.6% | +26.4% |
| 6M | -4.2% | +23.7% | -27.9% | -12.2% |
| YTD | +13.2% | +22.9% | -9.7% | +4.2% |
| 1Y | +40.2% | +21.8% | +18.4% | +29.6% |
| 3Y | +249.6% | +114.4% | +135.1% | +160.5% |
| 5Y | +230.4% | +79.6% | +150.8% | +157.7% |
| All | +296.0% | +357.8% | -61.8% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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