+950.8%
MU vs GDX
+211.6%
+739.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +12.8% | -6.8% | +19.6% | +16.1% |
| 30D | -14.9% | -2.1% | -12.7% | -14.6% |
| 3M | -18.0% | -7.5% | -10.5% | -16.1% |
| 6M | -3.1% | -15.2% | +12.0% | +1.8% |
| YTD | +172.9% | -4.8% | +177.7% | +172.3% |
| 1Y | +228.8% | +6.7% | +222.1% | +214.1% |
| 3Y | +950.8% | +212.7% | +738.1% | +642.9% |
| All | +950.8% | +211.6% | +739.3% | +642.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling