+70.4%
MNST vs USFD
+159.7%
-89.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.3% |
| 7D | +3.2% | +3.9% | -0.7% | +2.4% |
| 30D | +10.6% | +10.7% | -0.1% | +8.4% |
| 3M | +1.3% | +6.3% | -5.1% | -0.2% |
| 6M | +26.2% | +16.2% | +10.0% | +22.3% |
| YTD | +24.8% | +41.9% | -17.1% | +15.6% |
| 1Y | +40.9% | +44.2% | -3.3% | +30.0% |
| All | +70.4% | +159.7% | -89.3% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling