+154.3%
MDB vs LYFT
-82.8%
+237.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | -2.8% | -13.1% | +10.3% | +1.7% |
| 30D | -14.9% | -14.4% | -0.5% | -10.8% |
| 3M | +7.3% | +12.2% | -4.8% | +2.9% |
| 6M | +38.2% | +13.4% | +24.8% | +32.4% |
| YTD | -10.9% | -22.5% | +11.5% | -4.2% |
| 1Y | +11.6% | -20.8% | +32.4% | +17.6% |
| 3Y | -0.9% | +38.8% | -39.7% | -21.2% |
| 5Y | -23.5% | -70.0% | +46.5% | -14.9% |
| All | +154.3% | -82.8% | +237.1% | +122.4% |
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