+1,384.0%
MU vs GDXJ
+297.3%
+1,086.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.2% |
| 7D | +7.5% | +0.9% | +6.6% | +7.0% |
| 30D | +19.4% | +8.8% | +10.6% | +14.5% |
| 3M | +9.8% | +29.8% | -20.0% | -2.4% |
| 6M | +164.1% | -5.8% | +170.0% | +163.1% |
| YTD | +260.3% | +13.6% | +246.7% | +233.6% |
| 1Y | +661.2% | +54.5% | +606.7% | +532.8% |
| All | +1,384.0% | +297.3% | +1,086.7% | +807.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling