+104.8%
MMM vs GDXJ
+294.3%
-189.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.5% |
| 7D | -1.6% | +4.3% | -5.9% | -2.1% |
| 30D | -8.0% | +8.4% | -16.4% | -8.9% |
| 3M | +9.4% | +25.5% | -16.2% | +6.3% |
| 6M | +10.2% | -6.3% | +16.6% | +9.9% |
| YTD | +6.1% | +12.1% | -6.0% | +3.8% |
| 1Y | +10.8% | +51.1% | -40.3% | +4.5% |
| 3Y | +104.8% | +296.1% | -191.3% | +59.3% |
| All | +104.8% | +294.3% | -189.5% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling