-58.7%
MARA vs GDXJ
+19.5%
-78.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.6% | -13.7% | -9.9% |
| 7D | -6.5% | -0.2% | -6.4% | -7.0% |
| 30D | -38.5% | -7.6% | -30.9% | -35.6% |
| 3M | -41.5% | +2.3% | -43.8% | -41.9% |
| 6M | -41.9% | -7.8% | -34.1% | -39.3% |
| YTD | -23.5% | -8.4% | -15.1% | -24.7% |
| 1Y | -58.7% | +21.8% | -80.5% | -71.6% |
| All | -58.7% | +19.5% | -78.2% | -71.6% |
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