+265.1%
MU vs GDX
+22.9%
+242.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.0% | -16.0% | -11.9% |
| 7D | -19.1% | +0.8% | -19.9% | -19.8% |
| 30D | -25.2% | -3.2% | -22.0% | -24.2% |
| 3M | -10.9% | +8.6% | -19.5% | -17.3% |
| 6M | +38.0% | -1.2% | +39.2% | +36.3% |
| YTD | +178.8% | -1.4% | +180.2% | +160.2% |
| 1Y | +265.1% | +24.8% | +240.4% | +151.0% |
| All | +265.1% | +22.9% | +242.3% | +151.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling