+648.4%
MRVL vs GDX
+174.9%
+473.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.5% | +10.8% | +9.7% |
| 7D | +5.6% | +0.7% | +4.9% | +5.4% |
| 30D | -36.5% | -3.8% | -32.8% | -36.0% |
| 3M | -20.5% | -5.4% | -15.0% | -19.5% |
| 6M | -1.1% | -12.7% | +11.5% | +2.0% |
| YTD | +99.0% | -0.7% | +99.6% | +98.5% |
| 1Y | +89.3% | +11.9% | +77.4% | +84.1% |
| 3Y | +211.6% | +223.9% | -12.3% | +138.8% |
| 5Y | +134.0% | +163.2% | -29.1% | +84.3% |
| 10Y | +1,293.1% | +349.2% | +944.0% | +848.0% |
| All | +648.4% | +174.9% | +473.4% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling