+1,187.2%
MNST vs UVXY
-100.0%
+1,287.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.5% |
| 7D | -6.5% | -5.0% | -1.5% | -6.9% |
| 30D | -7.2% | -20.5% | +13.3% | -9.0% |
| 3M | -1.0% | -36.6% | +35.6% | -4.4% |
| 6M | +11.5% | -56.9% | +68.4% | +5.4% |
| YTD | +14.3% | -51.2% | +65.5% | +9.8% |
| 1Y | +38.1% | -69.8% | +107.9% | +28.2% |
| 3Y | +55.0% | -95.1% | +150.0% | +36.2% |
| 5Y | +79.6% | -99.7% | +179.3% | +35.6% |
| 10Y | +241.8% | -100.0% | +341.8% | +100.6% |
| All | +1,187.2% | -100.0% | +1,287.2% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling