+938.2%
MU vs GDX
+151.5%
+786.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +12.8% | -6.8% | +19.6% | +15.5% |
| 30D | -14.9% | -2.1% | -12.7% | -14.6% |
| 3M | -18.0% | -7.5% | -10.5% | -16.4% |
| 6M | -3.1% | -15.2% | +12.0% | +1.1% |
| YTD | +172.9% | -4.8% | +177.7% | +174.1% |
| 1Y | +228.8% | +6.7% | +222.1% | +219.6% |
| 3Y | +950.8% | +212.7% | +738.1% | +686.3% |
| All | +938.2% | +151.5% | +786.7% | +673.1% |
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 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