+106.5%
MCHP vs LYFT
-82.5%
+189.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.1% |
| 7D | 0.0% | -8.4% | +8.4% | +2.3% |
| 30D | -6.0% | -7.6% | +1.6% | -4.3% |
| 3M | -19.7% | +11.7% | -31.4% | -22.4% |
| 6M | +14.0% | +15.1% | -1.1% | +8.8% |
| YTD | +18.4% | -20.9% | +39.3% | +23.4% |
| 1Y | +17.1% | -16.4% | +33.5% | +18.8% |
| 3Y | +0.7% | +35.2% | -34.5% | -16.3% |
| 5Y | +5.1% | -69.4% | +74.5% | +16.9% |
| All | +106.5% | -82.5% | +189.0% | +80.2% |
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