+285.6%
MRVL vs GDX
+228.5%
+57.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +5.6% | -2.2% | +7.8% | +6.6% |
| 30D | +8.8% | +6.8% | +2.0% | +6.0% |
| 3M | -15.9% | +24.9% | -40.8% | -23.1% |
| 6M | +161.3% | -4.2% | +165.5% | +162.1% |
| YTD | +178.2% | +13.2% | +165.0% | +161.2% |
| 1Y | +255.3% | +40.2% | +215.1% | +207.5% |
| 3Y | +323.1% | +249.6% | +73.5% | +149.7% |
| All | +285.6% | +228.5% | +57.1% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling