+35.0%
LUNR vs MLM
+26.6%
+8.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.3% | +8.3% | +7.2% |
| 7D | +51.2% | -2.0% | +53.1% | +51.7% |
| 30D | +7.0% | +9.5% | -2.5% | +5.0% |
| 3M | -23.1% | -4.7% | -18.4% | -22.5% |
| 6M | -59.4% | -10.7% | -48.7% | -58.8% |
| YTD | -19.7% | -16.6% | -3.2% | -17.1% |
| 1Y | +39.5% | -15.4% | +54.9% | +43.8% |
| 3Y | +357.2% | +15.9% | +341.3% | +394.4% |
| All | +35.0% | +26.6% | +8.4% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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