+871.5%
MU vs GDXJ
+238.7%
+632.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | +1.5% |
| 7D | -15.2% | +11.8% | -27.0% | -19.7% |
| 30D | -29.5% | -7.1% | -22.4% | -27.5% |
| 3M | -15.8% | -10.5% | -5.3% | -12.6% |
| 6M | -2.9% | -15.5% | +12.7% | +2.2% |
| YTD | +154.2% | -6.6% | +160.8% | +154.2% |
| 1Y | +186.6% | +11.3% | +175.2% | +168.0% |
| 3Y | +871.5% | +242.0% | +629.5% | +539.8% |
| All | +871.5% | +238.7% | +632.8% | +539.8% |
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