+220.4%
GDXJ vs MTUM
+78.7%
+141.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.2% |
| 7D | -2.8% | +0.7% | -3.5% | -3.2% |
| 30D | +5.0% | -2.4% | +7.4% | +6.6% |
| 3M | +24.1% | -3.6% | +27.7% | +26.1% |
| 6M | -7.4% | +23.7% | -31.0% | -19.3% |
| YTD | +10.2% | +22.9% | -12.7% | -3.3% |
| 1Y | +42.5% | +21.8% | +20.8% | +25.8% |
| 3Y | +285.7% | +114.4% | +171.3% | +141.6% |
| All | +220.4% | +78.7% | +141.8% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling