+245.0%
MDT vs GDXJ
+76.0%
+169.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.6% |
| 7D | -0.3% | +0.9% | -1.3% | -0.4% |
| 30D | +2.8% | +8.8% | -6.0% | +2.0% |
| 3M | +13.1% | +29.8% | -16.7% | +10.6% |
| 6M | +2.3% | -5.8% | +8.2% | +2.2% |
| YTD | -2.7% | +13.6% | -16.3% | -4.5% |
| 1Y | +0.9% | +54.5% | -53.6% | -3.6% |
| 3Y | +26.8% | +301.4% | -274.6% | +11.5% |
| 5Y | -19.5% | +236.3% | -255.8% | -29.0% |
| 10Y | +40.6% | +240.1% | -199.5% | +20.9% |
| All | +245.0% | +76.0% | +169.0% | +200.0% |
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