+405.1%
MP vs LYFT
-56.0%
+461.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | -7.4% | -8.4% | +1.0% | -5.2% |
| 30D | -6.7% | -7.6% | +0.9% | -4.7% |
| 3M | -11.7% | +11.7% | -23.4% | -14.9% |
| 6M | -18.9% | +15.1% | -34.0% | -22.6% |
| YTD | 0.0% | -20.9% | +20.9% | +5.0% |
| 1Y | -19.9% | -16.4% | -3.5% | -17.8% |
| 3Y | +133.4% | +35.2% | +98.2% | +87.6% |
| 5Y | +48.1% | -69.4% | +117.4% | +67.3% |
| All | +405.1% | -56.0% | +461.1% | +455.4% |
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