+298.3%
GDX vs MTUM
+609.5%
-311.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.9% | +4.1% | -2.2% | +0.2% |
| 30D | +9.9% | +0.6% | +9.3% | +9.6% |
| 3M | +28.2% | -0.6% | +28.8% | +28.1% |
| 6M | -2.9% | +25.3% | -28.2% | -10.7% |
| YTD | +16.0% | +23.8% | -7.8% | +7.3% |
| 1Y | +49.9% | +25.4% | +24.5% | +38.2% |
| 3Y | +263.6% | +117.3% | +146.3% | +178.0% |
| 5Y | +233.6% | +79.7% | +153.9% | +166.6% |
| 10Y | +315.3% | +359.6% | -44.3% | +172.7% |
| All | +298.3% | +609.5% | -311.2% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling