+221.5%
GDXJ vs MP
+161.0%
+60.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.3% |
| 7D | -8.1% | +9.5% | -17.6% | -9.6% |
| 30D | -5.5% | -3.0% | -2.5% | -5.1% |
| 3M | -14.6% | -30.4% | +15.8% | -9.0% |
| 6M | -23.2% | -39.2% | +16.0% | -16.8% |
| YTD | -13.0% | -23.3% | +10.3% | -9.2% |
| 1Y | +2.8% | -32.6% | +35.4% | +8.9% |
| 3Y | +221.5% | +159.3% | +62.2% | +144.5% |
| All | +221.5% | +161.0% | +60.5% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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