+49.8%
MDLZ vs LYFT
-82.5%
+132.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | +1.9% | -8.4% | +10.3% | +2.2% |
| 30D | +0.4% | -7.6% | +8.0% | +0.7% |
| 3M | -0.6% | +11.7% | -12.4% | -1.1% |
| 6M | +14.7% | +15.1% | -0.4% | +13.9% |
| YTD | +18.0% | -20.9% | +38.9% | +18.7% |
| 1Y | +4.1% | -16.4% | +20.5% | +4.3% |
| 3Y | -4.6% | +35.2% | -39.8% | -8.7% |
| 5Y | +18.4% | -69.4% | +87.7% | +22.5% |
| All | +49.8% | -82.5% | +132.3% | +44.1% |
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