+411.8%
MTZ vs LYFT
-81.4%
+493.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.9% | +6.7% | +4.4% |
| 7D | +3.6% | -3.2% | +6.7% | +4.2% |
| 30D | -9.6% | -7.0% | -2.7% | -8.4% |
| 3M | -31.9% | +15.8% | -47.8% | -34.6% |
| 6M | -13.8% | +22.6% | -36.4% | -18.7% |
| YTD | +13.3% | -16.2% | +29.4% | +15.7% |
| 1Y | +39.3% | -8.3% | +47.6% | +38.0% |
| 3Y | +168.3% | +50.1% | +118.3% | +120.0% |
| 5Y | +166.4% | -67.4% | +233.8% | +191.9% |
| All | +411.8% | -81.4% | +493.2% | +321.2% |
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 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