+171.4%
GDX vs MNST
+2,430.0%
-2,258.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | +5.4% | +3.2% | +2.2% | +4.9% |
| 30D | -2.8% | +10.6% | -13.4% | -4.3% |
| 3M | +2.5% | +1.3% | +1.2% | +2.1% |
| 6M | -0.1% | +26.2% | -26.3% | -3.9% |
| YTD | 0.0% | +24.8% | -24.8% | -3.7% |
| 1Y | +22.2% | +40.9% | -18.7% | +15.6% |
| 3Y | +201.4% | +72.2% | +129.2% | +174.6% |
| 5Y | +180.6% | +108.8% | +71.8% | +147.2% |
| 10Y | +277.2% | +324.4% | -47.3% | +194.7% |
| All | +171.4% | +2,430.0% | -2,258.6% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling