+220.4%
GDXJ vs MOH
-19.7%
+240.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.0% |
| 7D | -2.8% | +1.7% | -4.5% | -2.8% |
| 30D | +5.0% | -0.9% | +5.8% | +5.0% |
| 3M | +24.1% | +5.7% | +18.4% | +23.9% |
| 6M | -7.4% | +39.1% | -46.5% | -8.3% |
| YTD | +10.2% | +17.7% | -7.5% | +9.5% |
| 1Y | +42.5% | +8.4% | +34.2% | +41.8% |
| 3Y | +285.7% | -36.6% | +322.3% | +285.8% |
| All | +220.4% | -19.7% | +240.1% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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