+311.8%
GDXJ vs MDB
+997.6%
-685.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.4% |
| 7D | -2.8% | -1.8% | -1.0% | -2.6% |
| 30D | +5.0% | -17.3% | +22.2% | +6.9% |
| 3M | +24.1% | +2.2% | +21.9% | +22.8% |
| 6M | -7.4% | +33.9% | -41.2% | -11.9% |
| YTD | +10.2% | -13.7% | +23.9% | +10.0% |
| 1Y | +42.5% | +9.1% | +33.5% | +37.8% |
| 3Y | +285.7% | -8.1% | +293.9% | +264.0% |
| 5Y | +231.9% | -25.9% | +257.8% | +199.2% |
| All | +311.8% | +997.6% | -685.8% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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