+54.8%
GDX vs MNST
+37.8%
+17.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.4% | -6.5% | +6.1% | +0.9% |
| 30D | +18.6% | -7.2% | +25.8% | +20.3% |
| 3M | +14.9% | -1.0% | +15.9% | +14.2% |
| 6M | -6.3% | +11.5% | -17.7% | -11.4% |
| YTD | +15.7% | +14.3% | +1.4% | +9.7% |
| 1Y | +54.8% | +38.1% | +16.7% | +53.6% |
| All | +54.8% | +37.8% | +17.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 1y: compounded portfolio wealth divided by compounded MNST 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…
1y analysis · Full analysis span regression · 6 months rolling