+326.3%
GDX vs MUB
+21.8%
+304.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.5% |
| 7D | -6.8% | -1.3% | -5.5% | -4.2% |
| 30D | -2.1% | +2.2% | -4.3% | -6.3% |
| 3M | -7.5% | -1.6% | -5.9% | -4.1% |
| 6M | -15.2% | -1.3% | -13.9% | -12.4% |
| YTD | -4.8% | -0.7% | -4.2% | -2.7% |
| 1Y | +6.7% | -0.2% | +6.9% | +8.1% |
| 3Y | +212.7% | +9.6% | +203.1% | +162.0% |
| 5Y | +151.7% | +2.6% | +149.1% | +140.7% |
| All | +326.3% | +21.8% | +304.4% | +146.8% |
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