+48.7%
LUNR vs MTUM
+70.8%
-22.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -3.1% |
| 7D | -3.1% | +0.7% | -3.8% | -3.8% |
| 30D | -15.3% | -2.4% | -12.9% | -12.9% |
| 3M | -53.2% | -3.6% | -49.5% | -51.4% |
| 6M | -22.2% | +23.7% | -45.9% | -34.4% |
| YTD | -11.6% | +22.9% | -34.5% | -24.5% |
| 1Y | +68.4% | +21.8% | +46.7% | +46.6% |
| 3Y | +216.8% | +114.4% | +102.3% | +175.5% |
| All | +48.7% | +70.8% | -22.1% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling