+0.5%
GDXJ vs MPC
+110.3%
-109.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.5% | -7.2% | -4.1% |
| 7D | -4.9% | +9.4% | -14.4% | -3.0% |
| 30D | -10.0% | -13.4% | +3.5% | -12.3% |
| 3M | -16.6% | +18.9% | -35.5% | -13.8% |
| 6M | -23.3% | +64.9% | -88.2% | -16.8% |
| YTD | -12.4% | +156.8% | -169.3% | -12.8% |
| 1Y | +0.5% | +113.2% | -112.7% | +8.3% |
| All | +0.5% | +110.3% | -109.8% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling