+285.7%
GDXJ vs MXL
+222.8%
+62.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.5% | +0.4% |
| 7D | -2.8% | +18.9% | -21.7% | -4.2% |
| 30D | +5.0% | +0.3% | +4.6% | +4.6% |
| 3M | +24.1% | -8.0% | +32.1% | +22.8% |
| 6M | -7.4% | +341.2% | -348.6% | -23.5% |
| YTD | +10.2% | +327.8% | -317.6% | -8.7% |
| 1Y | +42.5% | +364.9% | -322.4% | +16.6% |
| 3Y | +285.7% | +229.2% | +56.5% | +185.0% |
| All | +285.7% | +222.8% | +62.9% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling