+37.0%
MDT vs GDXJ
+237.3%
-200.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -3.4% | -2.8% | -0.6% | -3.2% |
| 30D | +0.2% | +5.0% | -4.7% | -0.3% |
| 3M | +14.3% | +24.1% | -9.8% | +12.0% |
| 6M | +4.0% | -7.4% | +11.4% | +4.0% |
| YTD | -3.7% | +10.2% | -13.9% | -5.4% |
| 1Y | -0.4% | +42.5% | -42.9% | -4.6% |
| 3Y | +23.3% | +285.7% | -262.4% | +6.9% |
| 5Y | -18.9% | +231.9% | -250.7% | -29.6% |
| All | +37.0% | +237.3% | -200.3% | +20.1% |
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