+20.4%
MCD vs GDXJ
+225.9%
-205.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -2.0% | +4.3% | -6.3% | -2.2% |
| 30D | -6.1% | +8.4% | -14.6% | -6.5% |
| 3M | -7.3% | +25.5% | -32.8% | -8.4% |
| 6M | -20.9% | -6.3% | -14.6% | -20.9% |
| YTD | -14.7% | +12.1% | -26.8% | -15.7% |
| 1Y | -16.1% | +51.1% | -67.2% | -19.0% |
| 3Y | -1.5% | +296.1% | -297.6% | -11.4% |
| 5Y | +20.4% | +228.1% | -207.7% | +8.0% |
| All | +20.4% | +225.9% | -205.4% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling