+101.3%
MNST vs USFD
+188.3%
-87.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -3.4% | +3.0% | -6.4% | -4.3% |
| 30D | +6.6% | +11.1% | -4.4% | +3.2% |
| 3M | -2.9% | -0.3% | -2.6% | -3.1% |
| 6M | +18.4% | +15.9% | +2.6% | +12.5% |
| YTD | +19.3% | +41.6% | -22.4% | +5.3% |
| 1Y | +37.9% | +49.4% | -11.5% | +19.4% |
| 3Y | +62.9% | +157.8% | -95.0% | +12.6% |
| All | +101.3% | +188.3% | -87.0% | +31.3% |
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 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