+327.3%
GDX vs MUB
+22.3%
+305.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -2.2% |
| 7D | -4.6% | -0.8% | -3.7% | -2.8% |
| 30D | -6.2% | +2.4% | -8.6% | -10.7% |
| 3M | -10.0% | -1.1% | -8.9% | -7.7% |
| 6M | -15.8% | -1.0% | -14.8% | -13.5% |
| YTD | -4.6% | -0.3% | -4.3% | -3.2% |
| 1Y | +4.0% | 0.0% | +4.0% | +5.0% |
| 3Y | +211.1% | +10.2% | +200.9% | +158.0% |
| 5Y | +152.3% | +2.9% | +149.4% | +139.5% |
| All | +327.3% | +22.3% | +305.0% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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