+303.0%
MNST vs USFD
+369.7%
-66.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -3.4% | +3.0% | -6.4% | -4.0% |
| 30D | +6.6% | +11.1% | -4.4% | +4.3% |
| 3M | -2.9% | -0.3% | -2.6% | -3.0% |
| 6M | +18.4% | +15.9% | +2.6% | +14.5% |
| YTD | +19.3% | +41.6% | -22.4% | +10.3% |
| 1Y | +37.9% | +49.4% | -11.5% | +26.0% |
| 3Y | +62.9% | +157.8% | -95.0% | +31.9% |
| 5Y | +99.6% | +176.6% | -77.0% | +57.1% |
| All | +303.0% | +369.7% | -66.7% | +170.9% |
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