-10.9%
MP vs LYFT
-68.0%
+57.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.9% |
| 7D | +9.5% | -0.6% | +10.1% | +9.5% |
| 30D | -3.0% | +3.0% | -6.0% | -4.4% |
| 3M | -30.4% | -0.9% | -29.5% | -30.9% |
| 6M | -39.2% | +24.1% | -63.3% | -43.5% |
| YTD | -23.3% | -12.3% | -10.9% | -22.4% |
| 1Y | -32.6% | -28.7% | -4.0% | -27.9% |
| 3Y | +159.3% | +73.8% | +85.5% | +93.4% |
| All | -10.9% | -68.0% | +57.1% | +4.4% |
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 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