+292.3%
GDXJ vs MDB
-6.8%
+299.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | +4.3% | -18.0% | +22.3% | +6.4% |
| 30D | +8.4% | -10.7% | +19.2% | +9.3% |
| 3M | +25.5% | +1.0% | +24.5% | +24.4% |
| 6M | -6.3% | +31.6% | -38.0% | -10.5% |
| YTD | +12.1% | -15.2% | +27.3% | +11.9% |
| 1Y | +51.1% | +10.1% | +40.9% | +46.8% |
| All | +292.3% | -6.8% | +299.1% | +271.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling