+215.1%
GDXJ vs MTUM
+357.8%
-142.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.3% |
| 7D | -2.8% | +0.7% | -3.5% | -3.2% |
| 30D | +5.0% | -2.4% | +7.4% | +6.4% |
| 3M | +24.1% | -3.6% | +27.7% | +26.1% |
| 6M | -7.4% | +23.7% | -31.0% | -17.8% |
| YTD | +10.2% | +22.9% | -12.7% | -1.6% |
| 1Y | +42.5% | +21.8% | +20.8% | +28.0% |
| 3Y | +285.7% | +114.4% | +171.3% | +152.5% |
| 5Y | +231.9% | +79.6% | +152.3% | +134.9% |
| All | +215.1% | +357.8% | -142.7% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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