+123.6%
GDXJ vs MLM
+25.7%
+98.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -8.1% | -0.9% | -7.2% | -7.7% |
| 30D | -5.5% | +9.0% | -14.5% | -8.9% |
| 3M | -14.6% | -5.6% | -9.0% | -12.7% |
| 6M | -23.2% | -10.7% | -12.5% | -20.0% |
| YTD | -13.0% | -17.2% | +4.2% | -6.9% |
| 1Y | +2.8% | -14.2% | +17.0% | +8.6% |
| 3Y | +221.5% | +15.6% | +205.9% | +199.4% |
| All | +123.6% | +25.7% | +98.0% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling