+54.8%
GDX vs MXL
+316.6%
-261.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.6% |
| 7D | -0.4% | +1.6% | -2.0% | -0.5% |
| 30D | +18.6% | -7.0% | +25.6% | +19.0% |
| 3M | +14.9% | -33.4% | +48.3% | +16.2% |
| 6M | -6.3% | +260.2% | -266.4% | -28.8% |
| YTD | +15.7% | +260.0% | -244.2% | -12.0% |
| 1Y | +54.8% | +303.5% | -248.6% | +12.0% |
| All | +54.8% | +316.6% | -261.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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