+19.1%
GDXJ vs MCK
+27.9%
-8.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.6% |
| 7D | +3.8% | +9.3% | -5.5% | +5.1% |
| 30D | -7.7% | +16.3% | -24.0% | -5.3% |
| 3M | -4.3% | +22.3% | -26.6% | -0.6% |
| 6M | -7.4% | +34.1% | -41.5% | -0.5% |
| YTD | -7.9% | +31.1% | -39.0% | +4.5% |
| 1Y | +19.1% | +27.5% | -8.4% | +35.3% |
| All | +19.1% | +27.9% | -8.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling