+2,396.1%
MUU vs GDXJ
+176.4%
+2,219.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.1% |
| 7D | -8.2% | -2.8% | -5.4% | -5.5% |
| 30D | +10.2% | +5.0% | +5.2% | +4.1% |
| 3M | -26.5% | +24.1% | -50.6% | -39.8% |
| 6M | +227.2% | -7.4% | +234.6% | +248.7% |
| YTD | +527.4% | +10.2% | +517.2% | +476.7% |
| 1Y | +1,843.7% | +42.5% | +1,801.1% | +1,372.7% |
| All | +2,396.1% | +176.4% | +2,219.7% | +835.4% |
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