+35.2%
LYFT vs MXL
+222.8%
-187.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | +1.1% |
| 7D | -8.4% | +18.9% | -27.2% | -10.5% |
| 30D | -7.6% | +0.3% | -7.9% | -8.1% |
| 3M | +11.7% | -8.0% | +19.8% | +8.8% |
| 6M | +15.1% | +341.2% | -326.1% | -24.5% |
| YTD | -20.9% | +327.8% | -348.7% | -48.1% |
| 1Y | -16.4% | +364.9% | -381.3% | -46.9% |
| 3Y | +35.2% | +229.2% | -194.0% | -17.9% |
| All | +35.2% | +222.8% | -187.6% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling