+215.1%
GDXJ vs MCK
+442.8%
-227.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -2.8% | -2.9% | +0.1% | -2.4% |
| 30D | +5.0% | +0.4% | +4.5% | +4.9% |
| 3M | +24.1% | +12.1% | +12.0% | +21.9% |
| 6M | -7.4% | -5.4% | -1.9% | -6.7% |
| YTD | +10.2% | +7.8% | +2.4% | +8.5% |
| 1Y | +42.5% | +22.9% | +19.6% | +36.9% |
| 3Y | +285.7% | +110.7% | +175.0% | +232.3% |
| 5Y | +231.9% | +346.2% | -114.3% | +145.9% |
| All | +215.1% | +442.8% | -227.7% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling