+13.4%
MCD vs GDXJ
+254.6%
-241.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.2% | +1.5% |
| 7D | +5.9% | +16.4% | -10.4% | +5.1% |
| 30D | +19.6% | -1.2% | +20.8% | +19.5% |
| 3M | +3.3% | -3.9% | +7.1% | +3.2% |
| 6M | +3.5% | -10.2% | +13.6% | +3.6% |
| YTD | -6.1% | -0.6% | -5.5% | -7.0% |
| 1Y | -3.7% | +24.3% | -28.0% | -6.1% |
| 3Y | +13.4% | +257.4% | -244.0% | -1.0% |
| All | +13.4% | +254.6% | -241.3% | -1.0% |
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