+240.4%
MNST vs MUB
+17.9%
+222.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.1% | -0.3% | -3.8% | -3.8% |
| 30D | -4.5% | -1.5% | -3.0% | -2.8% |
| 3M | -2.5% | -1.9% | -0.5% | -0.3% |
| 6M | +14.1% | -1.7% | +15.8% | +16.4% |
| YTD | +12.6% | -0.8% | +13.3% | +13.7% |
| 1Y | +36.9% | +1.5% | +35.5% | +34.9% |
| 3Y | +53.1% | +8.8% | +44.3% | +39.4% |
| 5Y | +78.2% | +2.0% | +76.2% | +74.9% |
| 10Y | +240.4% | +18.0% | +222.4% | +235.8% |
| All | +240.4% | +17.9% | +222.5% | +235.8% |
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