+116.3%
GDX vs MXL
+210.8%
-94.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | -7.5% | -27.2% | +19.7% | -6.3% |
| 6M | -15.2% | -36.4% | +21.3% | -14.5% |
| YTD | -4.8% | +220.0% | -224.8% | -19.4% |
| 1Y | +6.7% | +304.8% | -298.1% | -11.7% |
| 3Y | +212.7% | +238.5% | -25.7% | +150.1% |
| 5Y | +151.7% | -18.8% | +170.4% | +121.9% |
| 10Y | +330.3% | +163.1% | +167.2% | +223.0% |
| All | +116.3% | +210.8% | -94.4% | +48.4% |
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 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