+84.2%
MNST vs USFD
+215.8%
-131.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -6.5% | -3.0% | -3.5% | -5.6% |
| 30D | -7.2% | +3.5% | -10.8% | -8.4% |
| 3M | -1.0% | +26.6% | -27.6% | -8.1% |
| 6M | +11.5% | +11.7% | -0.2% | +7.3% |
| YTD | +14.3% | +38.1% | -23.8% | +2.2% |
| 1Y | +38.1% | +33.4% | +4.7% | +24.6% |
| 3Y | +55.0% | +155.8% | -100.8% | +8.5% |
| All | +84.2% | +215.8% | -131.7% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling