+258.1%
GDX vs MXL
+209.6%
+48.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.5% | +0.5% |
| 7D | +1.9% | +19.0% | -17.1% | +0.6% |
| 30D | +9.9% | +4.5% | +5.4% | +9.3% |
| 3M | +28.2% | -1.5% | +29.7% | +26.4% |
| 6M | -2.9% | +348.6% | -351.5% | -17.4% |
| YTD | +16.0% | +310.3% | -294.3% | -0.5% |
| 1Y | +49.9% | +344.7% | -294.8% | +27.3% |
| All | +258.1% | +209.6% | +48.6% | +178.7% |
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