+349.2%
GDX vs MNST
+328.4%
+20.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +0.7% | -6.9% | +7.6% | +2.0% |
| 30D | -3.8% | +3.7% | -7.5% | -4.5% |
| 3M | -5.4% | -0.3% | -5.2% | -5.6% |
| 6M | -12.7% | +5.1% | -17.8% | -13.9% |
| YTD | -0.7% | +18.4% | -19.1% | -4.3% |
| 1Y | +11.9% | +26.3% | -14.4% | +6.5% |
| 3Y | +223.9% | +64.3% | +159.6% | +191.9% |
| 5Y | +163.2% | +96.8% | +66.4% | +128.6% |
| 10Y | +349.2% | +333.2% | +15.9% | +255.8% |
| All | +349.2% | +328.4% | +20.8% | +255.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling