+224.9%
GDXJ vs MNST
+64.6%
+160.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.2% | +3.6% |
| 7D | +13.4% | -3.4% | +16.9% | +14.1% |
| 30D | -1.3% | +6.6% | -7.9% | -2.5% |
| 3M | -1.5% | -2.9% | +1.4% | -1.3% |
| 6M | -12.2% | +18.4% | -30.7% | -15.9% |
| YTD | -5.3% | +19.3% | -24.6% | -9.4% |
| 1Y | +22.0% | +37.9% | -15.9% | +14.7% |
| 3Y | +224.9% | +62.9% | +162.1% | +212.8% |
| All | +224.9% | +64.6% | +160.4% | +212.8% |
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