+38.1%
MNST vs VXX
-51.1%
+89.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -6.5% | -3.5% | -3.0% | -6.6% |
| 30D | -7.2% | -13.6% | +6.4% | -7.7% |
| 3M | -1.0% | -24.6% | +23.6% | -2.0% |
| 6M | +11.5% | -39.9% | +51.4% | +8.5% |
| YTD | +14.3% | -33.1% | +47.4% | +10.2% |
| 1Y | +38.1% | -49.9% | +88.0% | +34.7% |
| All | +38.1% | -51.1% | +89.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 1y: compounded portfolio wealth divided by compounded VXX 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…
1y analysis · Full analysis span regression · 6 months rolling