+233.7%
GDXJ vs MNST
+305.0%
-71.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.8% |
| 7D | +11.8% | -3.9% | +15.7% | +12.9% |
| 30D | -7.1% | +3.9% | -11.0% | -8.1% |
| 3M | -10.5% | -0.8% | -9.7% | -10.6% |
| 6M | -15.5% | +5.1% | -20.6% | -17.1% |
| YTD | -6.6% | +18.3% | -24.8% | -11.2% |
| 1Y | +11.3% | +29.5% | -18.1% | +3.3% |
| 3Y | +242.0% | +64.0% | +177.9% | +195.2% |
| 5Y | +147.7% | +97.2% | +50.5% | +102.1% |
| 10Y | +233.7% | +328.4% | -94.8% | +146.9% |
| All | +233.7% | +305.0% | -71.3% | +146.9% |
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