+233.2%
GDXJ vs MNST
+336.2%
-103.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.8% |
| 7D | -4.9% | -4.7% | -0.2% | -3.8% |
| 30D | -10.0% | +5.2% | -15.2% | -11.2% |
| 3M | -16.6% | -0.9% | -15.7% | -16.7% |
| 6M | -23.3% | +6.1% | -29.4% | -24.9% |
| YTD | -12.4% | +18.9% | -31.3% | -16.9% |
| 1Y | +0.5% | +29.3% | -28.8% | -6.7% |
| 3Y | +220.5% | +64.9% | +155.6% | +176.3% |
| 5Y | +124.7% | +98.0% | +26.7% | +83.2% |
| All | +233.2% | +336.2% | -103.0% | +143.3% |
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