+547.8%
MCD vs GDXJ
+75.7%
+472.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.4% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -6.0% | +17.9% | -23.9% | -6.8% |
| 3M | -5.6% | +15.3% | -20.9% | -6.4% |
| 6M | -21.9% | -9.4% | -12.4% | -21.8% |
| YTD | -14.7% | +13.4% | -28.1% | -15.8% |
| 1Y | -17.3% | +59.7% | -76.9% | -19.9% |
| 3Y | -2.2% | +283.6% | -285.7% | -10.1% |
| 5Y | +20.3% | +217.6% | -197.3% | +10.6% |
| 10Y | +180.7% | +225.7% | -45.0% | +154.7% |
| All | +547.8% | +75.7% | +472.1% | +485.9% |
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