+6,599.9%
MU vs GDX
+220.3%
+6,379.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +6.6% |
| 7D | +9.0% | -0.4% | +9.4% | +9.0% |
| 30D | +13.8% | +18.6% | -4.8% | +9.3% |
| 3M | +2.1% | +14.9% | -12.8% | -0.9% |
| 6M | +153.8% | -6.3% | +160.1% | +156.6% |
| YTD | +256.4% | +15.7% | +240.7% | +244.2% |
| 1Y | +719.8% | +54.8% | +664.9% | +647.7% |
| 3Y | +1,360.4% | +253.4% | +1,106.9% | +1,022.0% |
| 5Y | +1,312.4% | +219.7% | +1,092.8% | +983.5% |
| 10Y | +6,142.6% | +300.2% | +5,842.4% | +4,222.4% |
| All | +6,599.9% | +220.3% | +6,379.7% | +3,659.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling