+19.0%
MARA vs GDXJ
+285.5%
-266.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.8% | +4.3% |
| 7D | +5.9% | -2.8% | +8.7% | +7.4% |
| 30D | +24.3% | +5.0% | +19.3% | +22.6% |
| 3M | -12.0% | +24.1% | -36.0% | -20.0% |
| 6M | +40.1% | -7.4% | +47.5% | +42.4% |
| YTD | +33.4% | +10.2% | +23.2% | +27.1% |
| 1Y | -23.7% | +42.5% | -66.3% | -34.2% |
| 3Y | +19.0% | +285.7% | -266.7% | -33.5% |
| All | +19.0% | +285.5% | -266.5% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling