+150.7%
GDX vs MXL
-19.3%
+170.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +0.2% |
| 7D | -6.8% | +13.4% | -20.2% | -7.9% |
| 30D | -2.1% | -29.2% | +27.1% | 0.0% |
| 3M | -7.5% | -27.2% | +19.7% | -6.3% |
| 6M | -15.2% | -36.4% | +21.3% | -14.6% |
| YTD | -4.8% | +220.0% | -224.8% | -19.8% |
| 1Y | +6.7% | +304.8% | -298.1% | -12.2% |
| 3Y | +212.7% | +238.5% | -25.7% | +146.0% |
| All | +150.7% | -19.3% | +170.0% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling