+415.7%
MDLZ vs GDXJ
+75.7%
+340.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -2.1% | +17.9% | -20.0% | -3.2% |
| 3M | +1.3% | +15.3% | -14.0% | +0.1% |
| 6M | +6.2% | -9.4% | +15.6% | +6.4% |
| YTD | +15.8% | +13.4% | +2.4% | +14.0% |
| 1Y | +4.1% | +59.7% | -55.5% | 0.0% |
| 3Y | -4.1% | +283.6% | -287.7% | -14.0% |
| 5Y | +13.4% | +217.6% | -204.2% | +2.0% |
| 10Y | +75.7% | +225.7% | -149.9% | +54.5% |
| All | +415.7% | +75.7% | +340.0% | +356.2% |
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