+328.4%
MNST vs USFD
+369.2%
-40.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -3.9% | +8.4% | -12.3% | -5.5% |
| 30D | +3.9% | +12.7% | -8.9% | +1.3% |
| 3M | -0.8% | +1.1% | -1.9% | -1.2% |
| 6M | +5.1% | +30.2% | -25.1% | -0.7% |
| YTD | +18.3% | +45.8% | -27.6% | +8.7% |
| 1Y | +29.5% | +51.9% | -22.4% | +17.9% |
| 3Y | +64.0% | +158.5% | -94.4% | +32.9% |
| 5Y | +97.2% | +208.0% | -110.9% | +52.4% |
| 10Y | +328.4% | +376.6% | -48.1% | +193.1% |
| All | +328.4% | +369.2% | -40.8% | +193.1% |
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