+291.6%
GDX vs MTZ
+743.7%
-452.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | +0.1% | -2.9% |
| 7D | -5.4% | 0.0% | -5.3% | -5.4% |
| 30D | +6.6% | -14.8% | +21.4% | +9.0% |
| 3M | +30.1% | -30.8% | +60.9% | +36.4% |
| 6M | -7.1% | -22.6% | +15.5% | -4.1% |
| YTD | +12.0% | +6.8% | +5.1% | +10.5% |
| 1Y | +41.2% | +22.1% | +19.1% | +36.8% |
| 3Y | +251.0% | +153.1% | +97.9% | +203.1% |
| 5Y | +226.7% | +161.4% | +65.3% | +175.6% |
| All | +291.6% | +743.7% | -452.1% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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