They feed on milkweed as the common name suggests and get the benefits of the toxins that the milkweed provides as does Monarch butterflies.
A couple days ago I found one that was crawling up a skinny stem and I actually had the quickness of mind to start recording it as a movie. You can see how interesting its tiny legs work as they climb up the stem and how when it gets to the end of the leaf you can see it debating whether to fly or take another route. It’s wings almost open up and then the decision is made to turn around and take another route.
Hope you enjoy these insects as much as I do.