+212.7%
GDX vs MXL
+237.7%
-24.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +0.2% |
| 7D | -6.8% | +13.4% | -20.2% | -7.7% |
| 30D | -2.1% | -29.2% | +27.1% | -0.2% |
| 3M | -7.5% | -27.2% | +19.7% | -6.4% |
| 6M | -15.2% | -36.4% | +21.3% | -14.6% |
| YTD | -4.8% | +220.0% | -224.8% | -17.6% |
| 1Y | +6.7% | +304.8% | -298.1% | -9.5% |
| 3Y | +212.7% | +238.5% | -25.7% | +155.5% |
| All | +212.7% | +237.7% | -24.9% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling