-4.5%
LUNR vs MULL
+444.9%
-449.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.8% | +8.5% | -2.2% |
| 7D | -14.3% | -35.9% | +21.6% | -5.6% |
| 30D | -30.5% | -47.3% | +16.8% | -20.6% |
| 3M | -28.9% | -30.6% | +1.7% | -24.0% |
| 6M | -60.8% | +13.7% | -74.5% | -67.0% |
| YTD | -38.8% | +272.1% | -310.9% | -67.0% |
| 1Y | -4.5% | +475.1% | -479.6% | -56.1% |
| All | -4.5% | +444.9% | -449.4% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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