+476.0%
MARA vs LYFT
-82.5%
+558.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +3.8% |
| 7D | +5.9% | -8.4% | +14.3% | +10.1% |
| 30D | +24.3% | -7.6% | +31.9% | +28.3% |
| 3M | -12.0% | +11.7% | -23.7% | -18.5% |
| 6M | +40.1% | +15.1% | +25.0% | +26.9% |
| YTD | +33.4% | -20.9% | +54.3% | +43.8% |
| 1Y | -23.7% | -16.4% | -7.4% | -21.4% |
| 3Y | +19.0% | +35.2% | -16.2% | -12.7% |
| 5Y | -66.5% | -69.4% | +2.9% | -57.0% |
| All | +476.0% | -82.5% | +558.4% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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