+80.7%
MNST vs LYFT
-70.5%
+151.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -2.2% | -13.1% | +10.8% | -1.6% |
| 30D | -5.4% | -14.4% | +9.0% | -4.7% |
| 3M | -5.5% | +12.2% | -17.7% | -6.2% |
| 6M | +12.4% | +13.4% | -1.0% | +11.4% |
| YTD | +12.4% | -22.5% | +34.9% | +13.3% |
| 1Y | +37.2% | -20.8% | +57.9% | +37.8% |
| 3Y | +52.9% | +38.8% | +14.1% | +45.6% |
| All | +80.7% | -70.5% | +151.2% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling