+308.2%
MRVL vs GDX
+259.1%
+49.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +7.1% | +4.0% | +3.2% | +5.3% |
| 30D | +3.1% | +9.5% | -6.4% | -0.7% |
| 3M | -21.9% | +25.1% | -47.0% | -28.7% |
| 6M | +151.8% | -2.9% | +154.8% | +148.8% |
| YTD | +165.6% | +14.7% | +150.9% | +147.8% |
| 1Y | +242.3% | +47.4% | +194.8% | +194.2% |
| 3Y | +308.2% | +259.7% | +48.5% | +147.6% |
| All | +308.2% | +259.1% | +49.1% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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