+241.7%
MNST vs USFD
+321.9%
-80.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -6.5% | -3.0% | -3.5% | -5.9% |
| 30D | -7.2% | +3.5% | -10.8% | -8.0% |
| 3M | -1.0% | +26.6% | -27.6% | -5.8% |
| 6M | +11.5% | +11.7% | -0.2% | +8.7% |
| YTD | +14.3% | +38.1% | -23.8% | +6.3% |
| 1Y | +38.1% | +33.4% | +4.7% | +29.2% |
| 3Y | +55.0% | +155.8% | -100.8% | +25.7% |
| 5Y | +79.6% | +214.0% | -134.4% | +38.5% |
| All | +241.7% | +321.9% | -80.2% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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