+211.3%
GDX vs MNST
+64.6%
+146.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +2.9% |
| 7D | +13.6% | -3.4% | +17.1% | +14.3% |
| 30D | +2.5% | +6.6% | -4.1% | +1.3% |
| 3M | +4.4% | -2.9% | +7.3% | +4.7% |
| 6M | -5.2% | +18.4% | -23.7% | -9.1% |
| YTD | +2.1% | +19.3% | -17.1% | -2.1% |
| 1Y | +24.7% | +37.9% | -13.2% | +17.3% |
| 3Y | +211.3% | +62.9% | +148.4% | +197.8% |
| All | +211.3% | +64.6% | +146.7% | +197.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling