+2,396.1%
MUU vs GDX
+153.8%
+2,242.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.2% |
| 7D | -8.2% | -2.2% | -6.1% | -6.0% |
| 30D | +10.2% | +6.8% | +3.4% | +2.1% |
| 3M | -26.5% | +24.9% | -51.4% | -40.9% |
| 6M | +227.2% | -4.2% | +231.4% | +237.8% |
| YTD | +527.4% | +13.2% | +514.2% | +464.6% |
| 1Y | +1,843.7% | +40.2% | +1,803.5% | +1,407.1% |
| All | +2,396.1% | +153.8% | +2,242.3% | +902.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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