+23.3%
MDT vs LYFT
+39.4%
-16.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | -3.4% | -8.4% | +5.0% | -3.0% |
| 30D | +0.2% | -7.6% | +7.8% | +0.6% |
| 3M | +14.3% | +11.7% | +2.5% | +13.6% |
| 6M | +4.0% | +15.1% | -11.1% | +3.2% |
| YTD | -3.7% | -20.9% | +17.2% | -3.0% |
| 1Y | -0.4% | -16.4% | +16.0% | -0.2% |
| 3Y | +23.3% | +35.2% | -11.9% | +17.8% |
| All | +23.3% | +39.4% | -16.1% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling