+662.1%
MU vs GDX
+47.4%
+614.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.1% |
| 7D | +7.2% | +4.0% | +3.2% | +4.6% |
| 30D | +14.0% | +9.5% | +4.5% | +7.4% |
| 3M | +5.4% | +25.1% | -19.7% | -8.7% |
| 6M | +170.3% | -2.9% | +173.2% | +163.5% |
| YTD | +250.7% | +14.7% | +235.9% | +210.4% |
| 1Y | +662.1% | +47.4% | +614.7% | +517.1% |
| All | +662.1% | +47.4% | +614.7% | +517.1% |
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 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