+225.2%
GDXJ vs MDB
+912.7%
-687.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -8.1% | +6.8% | -14.9% | -8.9% |
| 30D | -5.5% | -6.2% | +0.7% | -4.9% |
| 3M | -14.6% | -29.2% | +14.7% | -11.5% |
| 6M | -23.2% | +10.3% | -33.5% | -25.3% |
| YTD | -13.0% | -20.4% | +7.4% | -12.6% |
| 1Y | +2.8% | -4.8% | +7.6% | +0.7% |
| 3Y | +221.5% | -11.6% | +233.1% | +204.5% |
| 5Y | +123.4% | -41.0% | +164.4% | +107.1% |
| All | +225.2% | +912.7% | -687.5% | +135.0% |
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