+716.5%
MPC vs LYFT
-80.9%
+797.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.9% |
| 7D | +5.4% | -5.5% | +11.0% | +6.5% |
| 30D | +31.0% | +1.5% | +29.5% | +30.3% |
| 3M | +46.0% | +18.4% | +27.6% | +40.5% |
| 6M | +77.3% | +20.8% | +56.5% | +69.3% |
| YTD | +141.9% | -13.7% | +155.6% | +144.6% |
| 1Y | +120.9% | -0.4% | +121.3% | +115.0% |
| 3Y | +182.7% | +35.5% | +147.2% | +137.1% |
| 5Y | +646.4% | -65.3% | +711.8% | +709.6% |
| All | +716.5% | -80.9% | +797.4% | +657.0% |
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