+50.5%
MP vs LYFT
-70.7%
+121.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.7% |
| 7D | -4.6% | -13.1% | +8.5% | -0.9% |
| 30D | -7.1% | -14.4% | +7.3% | -3.2% |
| 3M | -4.0% | +12.2% | -16.2% | -7.5% |
| 6M | -16.7% | +13.4% | -30.0% | -20.1% |
| YTD | +1.6% | -22.5% | +24.0% | +7.2% |
| 1Y | -17.8% | -20.8% | +3.0% | -14.5% |
| 3Y | +139.6% | +38.8% | +100.8% | +90.9% |
| 5Y | +50.5% | -70.0% | +120.4% | +78.2% |
| All | +50.5% | -70.7% | +121.1% | +78.2% |
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