+248.7%
MNST vs UVXY
-100.0%
+348.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +1.1% |
| 7D | -2.2% | +11.0% | -13.3% | -1.3% |
| 30D | -5.4% | -8.8% | +3.4% | -6.1% |
| 3M | -5.5% | -41.9% | +36.4% | -9.7% |
| 6M | +12.4% | -61.2% | +73.5% | +4.4% |
| YTD | +12.4% | -46.2% | +58.6% | +8.6% |
| 1Y | +37.2% | -65.2% | +102.4% | +28.4% |
| 3Y | +52.9% | -94.6% | +147.5% | +33.6% |
| 5Y | +79.7% | -99.7% | +179.4% | +29.6% |
| All | +248.7% | -100.0% | +348.7% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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