+315.3%
GDX vs MUB
+17.4%
+297.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +2.2% |
| 7D | +1.9% | -0.7% | +2.6% | +3.4% |
| 30D | +9.9% | -2.0% | +11.9% | +14.6% |
| 3M | +28.2% | -2.5% | +30.7% | +35.5% |
| 6M | -2.9% | -2.3% | -0.6% | +2.6% |
| YTD | +16.0% | -1.3% | +17.3% | +20.0% |
| 1Y | +49.9% | +1.1% | +48.8% | +47.8% |
| 3Y | +263.6% | +8.2% | +255.4% | +212.3% |
| 5Y | +233.6% | +1.5% | +232.1% | +225.4% |
| 10Y | +315.3% | +17.6% | +297.8% | +209.9% |
| All | +315.3% | +17.4% | +297.9% | +209.9% |
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