+134.0%
MRVL vs GDX
+163.0%
-29.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.5% | +10.8% | +9.9% |
| 7D | +5.6% | +0.7% | +4.9% | +5.2% |
| 30D | -36.5% | -3.8% | -32.8% | -35.7% |
| 3M | -20.5% | -5.4% | -15.0% | -18.8% |
| 6M | -1.1% | -12.7% | +11.5% | +3.5% |
| YTD | +99.0% | -0.7% | +99.6% | +96.3% |
| 1Y | +89.3% | +11.9% | +77.4% | +78.9% |
| 3Y | +211.6% | +223.9% | -12.3% | +88.6% |
| 5Y | +134.0% | +163.2% | -29.1% | +80.3% |
| All | +134.0% | +163.0% | -29.0% | +80.3% |
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