+224.9%
GDXJ vs MLM
+18.7%
+206.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.6% |
| 7D | +13.4% | -4.1% | +17.6% | +15.5% |
| 30D | -1.3% | +8.2% | -9.5% | -5.1% |
| 3M | -1.5% | -3.6% | +2.1% | -0.2% |
| 6M | -12.2% | -15.6% | +3.3% | -6.2% |
| YTD | -5.3% | -16.4% | +11.1% | +1.1% |
| 1Y | +22.0% | -14.3% | +36.3% | +29.3% |
| 3Y | +224.9% | +19.3% | +205.6% | +173.4% |
| All | +224.9% | +18.7% | +206.2% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling