+179.7%
USFD vs MNDY
-55.9%
+235.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +0.4% |
| 7D | +8.4% | -18.4% | +26.8% | +10.5% |
| 30D | +12.7% | -14.1% | +26.9% | +14.3% |
| 3M | +1.1% | -13.8% | +14.9% | +2.0% |
| 6M | +30.2% | +6.0% | +24.2% | +27.5% |
| YTD | +45.8% | -48.2% | +94.1% | +53.5% |
| 1Y | +51.9% | -54.0% | +106.0% | +62.1% |
| 3Y | +158.5% | -45.5% | +204.0% | +160.1% |
| 5Y | +208.0% | -78.2% | +286.3% | +195.6% |
| All | +179.7% | -55.9% | +235.5% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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