+2,620.0%
MUU vs GDX
+159.4%
+2,460.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -2.2% | +13.8% | +13.7% |
| 7D | +17.4% | -0.4% | +17.8% | +17.4% |
| 30D | +24.0% | +18.6% | +5.3% | +2.6% |
| 3M | -23.9% | +14.9% | -38.8% | -32.6% |
| 6M | +284.4% | -6.3% | +290.7% | +300.2% |
| YTD | +583.7% | +15.7% | +568.0% | +500.7% |
| 1Y | +2,981.5% | +54.8% | +2,926.6% | +2,133.3% |
| All | +2,620.0% | +159.4% | +2,460.6% | +966.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling