+1,315.7%
MU vs GDX
+223.5%
+1,092.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +6.9% |
| 7D | +9.0% | -0.4% | +9.4% | +9.0% |
| 30D | +13.8% | +18.6% | -4.8% | +6.5% |
| 3M | +2.1% | +14.9% | -12.8% | -3.3% |
| 6M | +153.8% | -6.3% | +160.1% | +154.2% |
| YTD | +256.4% | +15.7% | +240.7% | +235.7% |
| 1Y | +719.8% | +54.8% | +664.9% | +617.2% |
| 3Y | +1,360.4% | +253.4% | +1,106.9% | +943.8% |
| All | +1,315.7% | +223.5% | +1,092.2% | +882.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling