+282.6%
MNST vs USFD
+340.6%
-58.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | +1.3% | +6.3% | -5.1% | -0.2% |
| 6M | +26.2% | +16.2% | +10.0% | +21.9% |
| YTD | +24.8% | +41.9% | -17.1% | +15.4% |
| 1Y | +40.9% | +44.2% | -3.3% | +29.8% |
| 3Y | +72.2% | +159.8% | -87.6% | +39.4% |
| 5Y | +108.8% | +177.1% | -68.3% | +64.5% |
| 10Y | +324.4% | +376.2% | -51.7% | +196.3% |
| All | +282.6% | +340.6% | -58.0% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling