+453.7%
MP vs LYFT
-53.3%
+507.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.3% |
| 7D | +3.0% | -3.2% | +6.2% | +3.9% |
| 30D | +8.3% | -7.0% | +15.3% | +10.4% |
| 3M | -3.8% | +15.8% | -19.7% | -8.2% |
| 6M | -4.9% | +22.6% | -27.5% | -10.8% |
| YTD | +9.6% | -16.2% | +25.8% | +13.4% |
| 1Y | -11.7% | -8.3% | -3.4% | -11.7% |
| 3Y | +158.5% | +50.1% | +108.4% | +101.7% |
| 5Y | +68.9% | -67.4% | +136.3% | +87.7% |
| All | +453.7% | -53.3% | +507.0% | +499.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling