+231.2%
GDXJ vs MUB
+21.8%
+209.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +0.4% |
| 7D | -8.1% | -1.3% | -6.8% | -4.6% |
| 30D | -5.5% | +2.2% | -7.6% | -10.9% |
| 3M | -14.6% | -1.6% | -12.9% | -10.3% |
| 6M | -23.2% | -1.3% | -21.9% | -19.8% |
| YTD | -13.0% | -0.7% | -12.3% | -10.3% |
| 1Y | +2.8% | -0.2% | +2.9% | +4.6% |
| 3Y | +221.5% | +9.6% | +211.8% | +151.6% |
| 5Y | +123.4% | +2.6% | +120.8% | +112.9% |
| All | +231.2% | +21.8% | +209.4% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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