+40.2%
GDX vs MTUM
+21.2%
+19.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | 0.0% |
| 7D | -2.2% | +0.7% | -2.9% | -2.7% |
| 30D | +6.8% | -2.4% | +9.2% | +8.9% |
| 3M | +24.9% | -3.6% | +28.6% | +25.6% |
| 6M | -4.2% | +23.7% | -27.9% | -27.4% |
| YTD | +13.2% | +22.9% | -9.7% | -13.5% |
| 1Y | +40.2% | +21.8% | +18.4% | +3.5% |
| All | +40.2% | +21.2% | +19.0% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling