+150.7%
GDX vs MNST
+101.2%
+49.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -6.8% | +1.6% | -8.4% | -7.1% |
| 30D | -2.1% | +5.1% | -7.2% | -3.3% |
| 3M | -7.5% | -0.5% | -7.0% | -7.6% |
| 6M | -15.2% | +8.1% | -23.3% | -17.2% |
| YTD | -4.8% | +21.2% | -26.0% | -9.9% |
| 1Y | +6.7% | +30.7% | -24.0% | -0.7% |
| 3Y | +212.7% | +67.3% | +145.4% | +173.3% |
| All | +150.7% | +101.2% | +49.5% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling