+233.2%
GDXJ vs MPC
+1,165.7%
-932.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.5% | -7.2% | -5.0% |
| 7D | -4.9% | +9.4% | -14.4% | -6.2% |
| 30D | -10.0% | -13.4% | +3.5% | -8.3% |
| 3M | -16.6% | +18.9% | -35.5% | -19.4% |
| 6M | -23.3% | +64.9% | -88.2% | -30.1% |
| YTD | -12.4% | +156.8% | -169.3% | -26.8% |
| 1Y | +0.5% | +113.2% | -112.7% | -13.2% |
| 3Y | +220.5% | +201.8% | +18.7% | +155.6% |
| 5Y | +124.7% | +601.4% | -476.6% | +52.9% |
| All | +233.2% | +1,165.7% | -932.5% | +79.5% |
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