+2,683.6%
MUU vs GDX
+160.0%
+2,523.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +4.5% |
| 7D | +15.0% | +1.9% | +13.1% | +12.6% |
| 30D | +36.8% | +9.9% | +26.9% | +23.1% |
| 3M | -8.5% | +28.2% | -36.7% | -27.7% |
| 6M | +320.7% | -2.9% | +323.6% | +326.5% |
| YTD | +599.7% | +16.0% | +583.7% | +513.9% |
| 1Y | +2,569.2% | +49.9% | +2,519.3% | +1,870.1% |
| All | +2,683.6% | +160.0% | +2,523.6% | +989.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling