+214.0%
MNST vs LYFT
-82.9%
+296.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.5% | -0.1% |
| 7D | -3.6% | -14.1% | +10.6% | -2.5% |
| 30D | -6.3% | -13.7% | +7.4% | -5.3% |
| 3M | -5.0% | +7.4% | -12.4% | -5.7% |
| 6M | +13.1% | +8.3% | +4.9% | +12.1% |
| YTD | +11.8% | -23.1% | +34.8% | +13.3% |
| 1Y | +35.2% | -19.0% | +54.2% | +36.0% |
| 3Y | +52.0% | +37.7% | +14.3% | +41.1% |
| 5Y | +77.9% | -70.5% | +148.4% | +86.4% |
| All | +214.0% | -82.9% | +296.9% | +207.3% |
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