+243.4%
GDX vs MUB
+10.9%
+232.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +15.6% | +1.0% | +14.5% | +13.1% |
| 30D | +2.4% | +3.9% | -1.4% | -5.9% |
| 3M | +1.7% | -0.4% | +2.1% | +2.9% |
| 6M | -3.3% | -0.6% | -2.8% | -1.4% |
| YTD | +6.6% | +0.4% | +6.2% | +7.2% |
| 1Y | +27.0% | +0.8% | +26.1% | +26.7% |
| 3Y | +243.4% | +11.3% | +232.0% | +155.9% |
| All | +243.4% | +10.9% | +232.5% | +155.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling