+62.5%
LUNR vs MUB
+2.6%
+59.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +6.5% | -0.3% | +6.8% | +6.5% |
| 30D | -4.4% | -1.5% | -2.8% | -4.5% |
| 3M | -47.3% | -1.9% | -45.3% | -47.4% |
| 6M | -11.1% | -1.7% | -9.4% | -11.9% |
| YTD | -3.4% | -0.8% | -2.6% | -3.5% |
| 1Y | +85.8% | +1.5% | +84.3% | +88.7% |
| 3Y | +264.7% | +8.8% | +255.9% | +303.2% |
| All | +62.5% | +2.6% | +59.9% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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