+473.4%
MDLZ vs GDXJ
+34.8%
+438.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +2.3% | -8.1% | +10.4% | +2.8% |
| 30D | +7.9% | -5.5% | +13.4% | +8.2% |
| 3M | +7.3% | -14.6% | +21.8% | +8.0% |
| 6M | +11.7% | -23.2% | +34.9% | +12.9% |
| YTD | +28.7% | -13.0% | +41.7% | +28.6% |
| 1Y | +22.8% | +2.8% | +20.0% | +21.2% |
| 3Y | +6.6% | +221.5% | -214.9% | -3.6% |
| 5Y | +23.2% | +123.4% | -100.2% | +13.0% |
| 10Y | +108.7% | +238.2% | -129.4% | +84.0% |
| All | +473.4% | +34.8% | +438.6% | +414.3% |
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