+445.3%
MP vs LYFT
-52.0%
+497.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +2.3% |
| 7D | -2.9% | -5.5% | +2.7% | -1.3% |
| 30D | +13.8% | +1.5% | +12.4% | +13.3% |
| 3M | -16.7% | +18.4% | -35.1% | -20.9% |
| 6M | -11.5% | +20.8% | -32.3% | -16.6% |
| YTD | +7.9% | -13.7% | +21.6% | +10.8% |
| 1Y | -15.0% | -0.4% | -14.6% | -17.0% |
| 3Y | +153.5% | +35.5% | +118.0% | +103.9% |
| 5Y | +58.7% | -65.3% | +124.0% | +73.2% |
| All | +445.3% | -52.0% | +497.3% | +485.9% |
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