+249.6%
GDX vs MTUM
+114.7%
+134.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.6% |
| 30D | +6.8% | -2.4% | +9.2% | +8.2% |
| 3M | +24.9% | -3.6% | +28.6% | +26.5% |
| 6M | -4.2% | +23.7% | -27.9% | -15.5% |
| YTD | +13.2% | +22.9% | -9.7% | +0.4% |
| 1Y | +40.2% | +21.8% | +18.4% | +24.9% |
| 3Y | +249.6% | +114.4% | +135.1% | +149.3% |
| All | +249.6% | +114.7% | +134.9% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling