+6,169.9%
MU vs GDXJ
+222.0%
+5,947.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.4% |
| 7D | +7.5% | +0.9% | +6.6% | +7.2% |
| 30D | +19.4% | +8.8% | +10.6% | +16.8% |
| 3M | +9.8% | +29.8% | -20.0% | +3.5% |
| 6M | +164.1% | -5.8% | +170.0% | +165.3% |
| YTD | +260.3% | +13.6% | +246.7% | +248.3% |
| 1Y | +661.2% | +54.5% | +606.7% | +595.9% |
| 3Y | +1,380.8% | +301.4% | +1,079.5% | +1,044.2% |
| 5Y | +1,346.4% | +236.3% | +1,110.0% | +1,021.7% |
| 10Y | +6,169.9% | +240.1% | +5,929.8% | +4,749.1% |
| All | +6,169.9% | +222.0% | +5,947.9% | +4,749.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling