+48.7%
LUNR vs MTB
+75.1%
-26.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -15.3% | -4.8% | -10.5% | -13.6% |
| 3M | -53.2% | +6.0% | -59.1% | -54.6% |
| 6M | -22.2% | +19.6% | -41.8% | -28.5% |
| YTD | -11.6% | +21.5% | -33.1% | -19.6% |
| 1Y | +68.4% | +24.7% | +43.7% | +51.8% |
| 3Y | +216.8% | +108.6% | +108.2% | +165.3% |
| All | +48.7% | +75.1% | -26.4% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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