+6.7%
GDX vs MUB
-0.2%
+7.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +1.1% |
| 7D | -6.8% | -1.3% | -5.5% | -1.9% |
| 30D | -2.1% | +2.2% | -4.3% | -9.8% |
| 3M | -7.5% | -1.6% | -5.9% | +5.1% |
| 6M | -15.2% | -1.3% | -13.9% | -4.4% |
| YTD | -4.8% | -0.7% | -4.2% | +14.4% |
| 1Y | +6.7% | -0.2% | +6.9% | +27.2% |
| All | +6.7% | -0.2% | +7.0% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling