+4,407.5%
MU vs GDXJ
+245.9%
+4,161.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +12.8% | -8.1% | +20.9% | +15.0% |
| 30D | -14.9% | -5.5% | -9.4% | -14.0% |
| 3M | -18.0% | -14.6% | -3.5% | -15.3% |
| 6M | -3.1% | -23.2% | +20.1% | +2.3% |
| YTD | +172.9% | -13.0% | +185.9% | +179.7% |
| 1Y | +228.8% | +2.8% | +226.1% | +226.4% |
| 3Y | +950.8% | +221.5% | +729.4% | +749.3% |
| 5Y | +931.3% | +123.4% | +807.9% | +758.1% |
| All | +4,407.5% | +245.9% | +4,161.6% | +3,548.1% |
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