+72.7%
GDXJ vs MCO
+2,291.3%
-2,218.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.5% |
| 7D | -6.2% | -7.3% | +1.1% | -4.1% |
| 30D | +4.6% | -1.7% | +6.3% | +5.2% |
| 3M | +31.3% | +3.9% | +27.3% | +29.6% |
| 6M | -10.7% | +3.8% | -14.5% | -12.0% |
| YTD | +9.1% | -7.9% | +17.0% | +10.7% |
| 1Y | +44.1% | -6.8% | +51.0% | +45.2% |
| 3Y | +285.4% | +40.9% | +244.5% | +238.2% |
| 5Y | +228.4% | +27.5% | +200.9% | +191.6% |
| 10Y | +226.5% | +381.4% | -154.9% | +106.5% |
| All | +72.7% | +2,291.3% | -2,218.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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