+228.5%
GDXJ vs MLM
+167.5%
+61.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.5% | +4.3% |
| 7D | +16.4% | -3.8% | +20.2% | +17.6% |
| 30D | -1.2% | +11.0% | -12.2% | -4.0% |
| 3M | -3.9% | -3.1% | -0.8% | -3.2% |
| 6M | -10.2% | -9.8% | -0.4% | -7.9% |
| YTD | -0.6% | -14.4% | +13.7% | +3.2% |
| 1Y | +24.3% | -12.6% | +36.9% | +28.5% |
| 3Y | +257.4% | +19.7% | +237.7% | +240.9% |
| 5Y | +166.5% | +29.8% | +136.7% | +145.3% |
| 10Y | +228.5% | +153.5% | +75.0% | +155.2% |
| All | +228.5% | +167.5% | +61.1% | +155.2% |
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