+301.1%
GDXJ vs MNST
+55.7%
+245.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +0.2% | -6.5% | +6.7% | +1.4% |
| 30D | +17.9% | -7.2% | +25.1% | +19.3% |
| 3M | +15.3% | -1.0% | +16.3% | +15.1% |
| 6M | -9.4% | +11.5% | -20.9% | -12.4% |
| YTD | +13.4% | +14.3% | -0.9% | +9.3% |
| 1Y | +59.7% | +38.1% | +21.5% | +49.3% |
| All | +301.1% | +55.7% | +245.3% | +257.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling