+48.7%
LUNR vs MKC
-31.3%
+80.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -1.8% |
| 7D | -3.1% | -1.5% | -1.6% | -3.1% |
| 30D | -15.3% | -3.1% | -12.2% | -15.4% |
| 3M | -53.2% | +5.2% | -58.4% | -53.2% |
| 6M | -22.2% | -12.8% | -9.4% | -21.7% |
| YTD | -11.6% | -23.3% | +11.7% | -10.6% |
| 1Y | +68.4% | -24.1% | +92.5% | +70.4% |
| 3Y | +216.8% | -32.1% | +248.9% | +201.4% |
| All | +48.7% | -31.3% | +80.0% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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