+296.0%
GDX vs MXL
+313.4%
-17.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | +0.4% |
| 7D | -2.2% | +18.9% | -21.0% | -3.8% |
| 30D | +6.8% | +0.3% | +6.4% | +6.4% |
| 3M | +24.9% | -8.0% | +33.0% | +23.5% |
| 6M | -4.2% | +341.2% | -345.4% | -22.3% |
| YTD | +13.2% | +327.8% | -314.6% | -8.0% |
| 1Y | +40.2% | +364.9% | -324.7% | +12.5% |
| 3Y | +249.6% | +229.2% | +20.4% | +173.5% |
| 5Y | +230.4% | +42.8% | +187.6% | +173.3% |
| All | +296.0% | +313.4% | -17.4% | +155.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling