+104.5%
MDLZ vs GDXJ
+248.0%
-143.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.1% |
| 7D | -0.4% | -4.9% | +4.5% | -0.1% |
| 30D | +8.2% | -10.0% | +18.2% | +8.9% |
| 3M | +8.0% | -16.6% | +24.6% | +9.1% |
| 6M | +9.7% | -23.3% | +33.0% | +11.3% |
| YTD | +26.9% | -12.4% | +39.3% | +26.5% |
| 1Y | +20.9% | +0.5% | +20.4% | +18.9% |
| 3Y | +5.3% | +220.5% | -215.2% | -8.7% |
| 5Y | +21.4% | +124.7% | -103.3% | +7.4% |
| All | +104.5% | +248.0% | -143.5% | +76.8% |
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