+148.1%
USFD vs MNDY
-53.2%
+201.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.4% | -5.2% |
| 7D | -7.0% | -14.1% | +7.1% | -5.6% |
| 30D | -10.3% | -8.5% | -1.8% | -9.7% |
| 3M | +9.2% | -2.5% | +11.7% | +8.9% |
| 6M | +7.4% | +0.1% | +7.3% | +6.0% |
| YTD | +29.4% | -45.0% | +74.4% | +35.9% |
| 1Y | +24.8% | -58.1% | +83.0% | +35.0% |
| 3Y | +150.0% | -52.6% | +202.6% | +156.8% |
| 5Y | +195.5% | -79.3% | +274.7% | +183.3% |
| All | +148.1% | -53.2% | +201.2% | +137.9% |
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