+265.1%
MU vs GDXJ
+19.5%
+245.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.6% | -16.6% | -12.0% |
| 7D | -19.1% | -0.2% | -18.9% | -19.4% |
| 30D | -25.2% | -7.6% | -17.6% | -22.4% |
| 3M | -10.9% | +2.3% | -13.2% | -14.2% |
| 6M | +38.0% | -7.8% | +45.8% | +40.8% |
| YTD | +178.8% | -8.4% | +187.2% | +171.7% |
| 1Y | +265.1% | +21.8% | +243.4% | +152.0% |
| All | +265.1% | +19.5% | +245.7% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 1y: compounded portfolio wealth divided by compounded GDXJ 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…
1y analysis · Full analysis span regression · 6 months rolling