+346.0%
MNST vs USFD
+359.1%
-13.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.7% |
| 7D | -4.7% | +1.3% | -6.0% | -5.0% |
| 30D | +5.2% | +10.6% | -5.3% | +3.0% |
| 3M | -0.9% | -2.4% | +1.5% | -0.6% |
| 6M | +6.1% | +28.9% | -22.8% | +0.5% |
| YTD | +18.9% | +43.7% | -24.8% | +9.6% |
| 1Y | +29.3% | +48.5% | -19.2% | +18.3% |
| 3Y | +64.9% | +154.7% | -89.8% | +33.9% |
| 5Y | +98.0% | +218.4% | -120.4% | +52.3% |
| All | +346.0% | +359.1% | -13.1% | +203.3% |
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