+164.9%
USFD vs MNDY
-47.4%
+212.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.1% | +0.3% |
| 7D | -3.0% | -9.6% | +6.6% | -2.1% |
| 30D | +3.5% | -0.4% | +3.9% | +3.3% |
| 3M | +26.6% | +4.3% | +22.3% | +25.3% |
| 6M | +11.7% | +19.8% | -8.1% | +8.2% |
| YTD | +38.1% | -38.3% | +76.4% | +43.4% |
| 1Y | +33.4% | -50.1% | +83.5% | +41.5% |
| 3Y | +155.8% | -48.4% | +204.2% | +160.8% |
| 5Y | +214.0% | -76.0% | +290.1% | +197.5% |
| All | +164.9% | -47.4% | +212.3% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling