+67.3%
MNST vs UVXY
-94.2%
+161.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +2.1% |
| 7D | +1.6% | -22.1% | +23.7% | +0.8% |
| 30D | +5.1% | +8.2% | -3.1% | +6.0% |
| 3M | -0.5% | -12.3% | +11.9% | -0.4% |
| 6M | +8.1% | -51.0% | +59.1% | +6.0% |
| YTD | +21.2% | -49.9% | +71.1% | +19.6% |
| 1Y | +30.7% | -67.7% | +98.5% | +27.1% |
| 3Y | +67.3% | -94.1% | +161.4% | +50.8% |
| All | +67.3% | -94.2% | +161.6% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling