+211.8%
GDXJ vs MLM
+204.6%
+7.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | +4.3% | +1.4% | +2.9% | +3.9% |
| 30D | +8.4% | -6.5% | +15.0% | +10.4% |
| 3M | +25.5% | -7.4% | +33.0% | +28.1% |
| 6M | -6.3% | -15.8% | +9.5% | -1.9% |
| YTD | +12.1% | -17.4% | +29.5% | +17.7% |
| 1Y | +51.1% | -17.9% | +68.9% | +58.6% |
| 3Y | +296.1% | +18.9% | +277.2% | +278.5% |
| 5Y | +228.1% | +43.4% | +184.7% | +196.9% |
| 10Y | +211.8% | +206.2% | +5.6% | +112.7% |
| All | +211.8% | +204.6% | +7.3% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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