+52.4%
GDXJ vs MNST
+37.3%
+15.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.8% |
| 7D | +4.3% | -4.1% | +8.4% | +5.2% |
| 30D | +8.4% | -4.5% | +12.9% | +9.3% |
| 3M | +25.5% | -2.5% | +28.0% | +25.1% |
| 6M | -6.3% | +14.1% | -20.5% | -12.3% |
| YTD | +12.1% | +12.6% | -0.5% | +6.1% |
| All | +52.4% | +37.3% | +15.1% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling