-17.4%
LUNR vs MTUM
+1.2%
-18.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -8.2% | -5.0% | +1.6% |
| 7D | -26.2% | -16.1% | -10.1% | +1.9% |
| 30D | -42.8% | -22.8% | -19.9% | -7.7% |
| 3M | -38.4% | -19.1% | -19.3% | -7.9% |
| 6M | -65.2% | -13.7% | -51.5% | -57.6% |
| YTD | -46.9% | +0.4% | -47.3% | -57.8% |
| 1Y | -17.4% | +0.8% | -18.2% | -34.9% |
| All | -17.4% | +1.2% | -18.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling