+163.0%
GDX vs MXL
+249.5%
-86.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.7% |
| 7D | -0.4% | +1.6% | -2.0% | -0.6% |
| 30D | +18.6% | -7.0% | +25.6% | +19.0% |
| 3M | +14.9% | -33.4% | +48.3% | +16.9% |
| 6M | -6.3% | +260.2% | -266.4% | -20.5% |
| YTD | +15.7% | +260.0% | -244.2% | -1.9% |
| 1Y | +54.8% | +303.5% | -248.6% | +29.5% |
| 3Y | +253.4% | +160.4% | +93.0% | +192.1% |
| 5Y | +219.7% | +14.7% | +205.0% | +176.0% |
| 10Y | +300.2% | +215.6% | +84.6% | +199.4% |
| All | +163.0% | +249.5% | -86.5% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling