+214.2%
GDX vs MTZ
+1,800.6%
-1,586.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | -0.4% | -1.6% | +1.2% | -0.2% |
| 30D | +18.6% | -11.1% | +29.7% | +20.8% |
| 3M | +14.9% | -36.7% | +51.6% | +22.8% |
| 6M | -6.3% | -21.9% | +15.7% | -3.2% |
| YTD | +15.7% | +9.1% | +6.6% | +13.1% |
| 1Y | +54.8% | +30.0% | +24.9% | +47.0% |
| 3Y | +253.4% | +138.5% | +115.0% | +196.8% |
| 5Y | +219.7% | +158.3% | +61.3% | +159.4% |
| 10Y | +300.2% | +700.8% | -400.6% | +150.3% |
| All | +214.2% | +1,800.6% | -1,586.4% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling