-25.1%
MARA vs GDXJ
+58.9%
-84.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.1% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +0.6% | +17.9% | -17.2% | -7.3% |
| 3M | -18.5% | +15.3% | -33.8% | -24.6% |
| 6M | +21.7% | -9.4% | +31.2% | +25.5% |
| YTD | +25.9% | +13.4% | +12.5% | +16.2% |
| 1Y | -25.1% | +59.7% | -84.8% | -29.8% |
| All | -25.1% | +58.9% | -84.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 1y: compounded portfolio wealth divided by compounded GDXJ 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…
1y analysis · Full analysis span regression · 6 months rolling