-20.7%
MDLN vs LYFT
-20.3%
-0.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | -11.1% | -8.4% | -2.7% | -9.7% |
| 30D | -8.4% | -7.6% | -0.8% | -7.0% |
| 3M | -12.4% | +11.7% | -24.1% | -12.8% |
| 6M | -23.3% | +15.1% | -38.4% | -23.8% |
| YTD | -22.5% | -20.9% | -1.6% | -24.3% |
| All | -20.7% | -20.3% | -0.4% | -22.4% |
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