+153.9%
GDXJ vs MPC
+534.1%
-380.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.0% |
| 7D | +13.4% | -16.2% | +29.6% | +15.7% |
| 30D | -1.3% | -15.7% | +14.4% | +0.4% |
| 3M | -1.5% | +24.9% | -26.4% | -6.0% |
| 6M | -12.2% | +52.7% | -64.9% | -19.5% |
| YTD | -5.3% | +131.9% | -137.2% | -21.7% |
| 1Y | +22.0% | +96.6% | -74.6% | +4.6% |
| 3Y | +224.9% | +163.8% | +61.2% | +152.3% |
| All | +153.9% | +534.1% | -380.2% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling