+399.8%
MTZ vs LYFT
-82.5%
+482.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.1% |
| 7D | +1.4% | -8.4% | +9.7% | +3.3% |
| 30D | -14.5% | -7.6% | -6.9% | -13.1% |
| 3M | -32.9% | +11.7% | -44.7% | -35.1% |
| 6M | -20.8% | +15.1% | -35.9% | -24.3% |
| YTD | +10.6% | -20.9% | +31.5% | +14.5% |
| 1Y | +27.1% | -16.4% | +43.5% | +28.5% |
| 3Y | +166.1% | +35.2% | +130.9% | +123.4% |
| 5Y | +170.7% | -69.4% | +240.0% | +200.7% |
| All | +399.8% | -82.5% | +482.3% | +316.5% |
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