+226.4%
MU vs GDXJ
+3.6%
+222.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | +0.8% |
| 7D | +21.6% | -4.9% | +26.6% | +24.6% |
| 30D | -16.2% | -10.0% | -6.3% | -12.0% |
| 3M | -12.4% | -16.6% | +4.3% | -5.0% |
| 6M | +4.2% | -23.3% | +27.5% | +14.1% |
| YTD | +180.0% | -12.4% | +192.4% | +182.3% |
| 1Y | +226.4% | +0.5% | +225.9% | +186.5% |
| All | +226.4% | +3.6% | +222.8% | +186.5% |
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