+216.8%
LUNR vs MTCH
-0.9%
+217.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.4% |
| 7D | -3.1% | +1.3% | -4.4% | -3.7% |
| 30D | -15.3% | +15.9% | -31.2% | -20.8% |
| 3M | -53.2% | +23.3% | -76.4% | -57.7% |
| 6M | -22.2% | +40.1% | -62.4% | -33.0% |
| YTD | -11.6% | +33.6% | -45.2% | -22.8% |
| 1Y | +68.4% | +14.1% | +54.3% | +56.7% |
| 3Y | +216.8% | +1.4% | +215.4% | +156.0% |
| All | +216.8% | -0.9% | +217.7% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling