+354.7%
MNST vs USFD
+359.9%
-5.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | +5.1% | +10.2% | -5.1% | +3.0% |
| 3M | -0.5% | -1.5% | +1.0% | -0.3% |
| 6M | +8.1% | +27.3% | -19.2% | +2.6% |
| YTD | +21.2% | +44.0% | -22.8% | +11.7% |
| 1Y | +30.7% | +50.4% | -19.6% | +19.3% |
| 3Y | +67.3% | +153.6% | -86.3% | +36.0% |
| 5Y | +101.9% | +219.0% | -117.1% | +55.2% |
| All | +354.7% | +359.9% | -5.2% | +209.1% |
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