+211.8%
GDXJ vs MPC
+1,167.6%
-955.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.7% |
| 7D | -6.2% | +1.2% | -7.4% | -6.4% |
| 30D | +4.6% | +17.0% | -12.3% | +1.9% |
| 3M | +31.3% | +49.5% | -18.2% | +22.4% |
| 6M | -10.7% | +83.5% | -94.2% | -20.2% |
| YTD | +9.1% | +144.1% | -135.0% | -7.6% |
| 1Y | +44.1% | +119.6% | -75.5% | +24.3% |
| 3Y | +285.4% | +168.1% | +117.3% | +215.0% |
| 5Y | +228.4% | +671.3% | -442.9% | +121.0% |
| All | +211.8% | +1,167.6% | -955.8% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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