+354.7%
MNST vs MUB
+21.8%
+332.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.3% |
| 7D | +1.6% | -1.3% | +2.9% | +3.0% |
| 30D | +5.1% | +2.2% | +2.9% | +2.6% |
| 3M | -0.5% | -1.6% | +1.2% | +1.3% |
| 6M | +8.1% | -1.3% | +9.4% | +9.6% |
| YTD | +21.2% | -0.7% | +21.9% | +22.1% |
| 1Y | +30.7% | -0.2% | +30.9% | +31.1% |
| 3Y | +67.3% | +9.6% | +57.7% | +51.3% |
| 5Y | +101.9% | +2.6% | +99.3% | +96.8% |
| All | +354.7% | +21.8% | +332.9% | +330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling