+693.4%
MCK vs LYFT
-82.5%
+775.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -2.9% | -8.4% | +5.5% | -2.6% |
| 30D | +0.4% | -7.6% | +8.0% | +0.7% |
| 3M | +12.1% | +11.7% | +0.4% | +11.5% |
| 6M | -5.4% | +15.1% | -20.5% | -6.1% |
| YTD | +7.8% | -20.9% | +28.7% | +8.4% |
| 1Y | +22.9% | -16.4% | +39.3% | +23.0% |
| 3Y | +110.7% | +35.2% | +75.5% | +101.8% |
| 5Y | +346.2% | -69.4% | +415.5% | +375.6% |
| All | +693.4% | -82.5% | +775.8% | +671.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling