+148.2%
GDX vs MUB
+77.6%
+70.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.0% |
| 7D | +11.5% | +0.6% | +10.8% | +10.9% |
| 30D | -3.1% | +3.4% | -6.5% | -6.2% |
| 3M | -4.4% | -0.7% | -3.7% | -3.7% |
| 6M | -8.6% | -1.0% | -7.6% | -7.5% |
| YTD | +0.8% | 0.0% | +0.9% | +1.3% |
| 1Y | +14.7% | +0.4% | +14.3% | +14.7% |
| 3Y | +228.8% | +10.5% | +218.3% | +203.2% |
| 5Y | +173.4% | +3.1% | +170.3% | +165.5% |
| 10Y | +319.2% | +22.0% | +297.2% | +286.5% |
| All | +148.2% | +77.6% | +70.6% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling