+323.7%
GDXJ vs MDB
+1,017.4%
-693.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.0% |
| 7D | +0.2% | -17.4% | +17.6% | +2.4% |
| 30D | +17.9% | -2.0% | +19.9% | +17.6% |
| 3M | +15.3% | -3.0% | +18.3% | +15.0% |
| 6M | -9.4% | +48.7% | -58.1% | -15.1% |
| YTD | +13.4% | -12.1% | +25.5% | +13.0% |
| 1Y | +59.7% | +14.5% | +45.2% | +53.6% |
| 3Y | +283.6% | -6.1% | +289.7% | +261.1% |
| 5Y | +217.6% | -27.3% | +244.9% | +187.2% |
| All | +323.7% | +1,017.4% | -693.7% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling