+855.4%
MU vs GDX
+208.9%
+646.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +3.0% | +4.2% |
| 7D | -22.0% | +13.6% | -35.6% | -26.8% |
| 30D | -36.6% | +2.5% | -39.1% | -37.6% |
| 3M | -21.7% | +4.4% | -26.1% | -24.2% |
| 6M | +3.5% | -5.2% | +8.8% | +4.3% |
| YTD | +141.9% | +2.1% | +139.8% | +134.5% |
| 1Y | +189.8% | +24.7% | +165.1% | +161.6% |
| 3Y | +855.4% | +211.3% | +644.1% | +554.5% |
| All | +855.4% | +208.9% | +646.4% | +554.5% |
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