+195.2%
MCD vs GDXJ
+248.0%
-52.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.1% |
| 7D | -1.6% | -4.9% | +3.3% | -1.3% |
| 30D | +16.0% | -10.0% | +26.0% | +16.7% |
| 3M | 0.0% | -16.6% | +16.6% | +0.9% |
| 6M | +0.9% | -23.3% | +24.2% | +2.2% |
| YTD | -8.7% | -12.4% | +3.7% | -8.9% |
| 1Y | -8.6% | +0.5% | -9.0% | -9.7% |
| 3Y | +9.9% | +220.5% | -210.6% | -1.7% |
| 5Y | +22.6% | +124.7% | -102.1% | +11.4% |
| All | +195.2% | +248.0% | -52.8% | +168.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling