+152.7%
MNST vs VXX
-99.0%
+251.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.5% |
| 7D | -3.6% | +1.6% | -5.1% | -3.3% |
| 30D | -6.3% | -9.5% | +3.2% | -7.6% |
| 3M | -5.0% | -27.3% | +22.3% | -9.1% |
| 6M | +13.1% | -43.3% | +56.4% | +4.9% |
| YTD | +11.8% | -30.9% | +42.6% | +7.4% |
| 1Y | +35.2% | -47.2% | +82.4% | +25.4% |
| 3Y | +52.0% | -78.5% | +130.5% | +32.0% |
| 5Y | +77.9% | -95.6% | +173.5% | +23.8% |
| All | +152.7% | -99.0% | +251.7% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling