-90.0%
MARA vs GDXJ
+77.4%
-167.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.3% |
| 7D | +13.8% | +0.9% | +12.9% | +13.6% |
| 30D | +24.7% | +8.8% | +15.9% | +21.9% |
| 3M | -10.4% | +29.8% | -40.3% | -17.5% |
| 6M | +37.6% | -5.8% | +43.5% | +39.4% |
| YTD | +32.7% | +13.6% | +19.1% | +26.9% |
| 1Y | -25.2% | +54.5% | -79.6% | -35.2% |
| 3Y | +9.3% | +301.4% | -292.1% | -31.3% |
| 5Y | -69.3% | +236.3% | -305.7% | -79.5% |
| 10Y | -73.6% | +240.1% | -313.7% | -82.2% |
| All | -90.0% | +77.4% | -167.5% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling