+40.6%
LUNR vs MULL
+2,366.2%
-2,325.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.3% | +7.2% | +0.3% |
| 7D | -0.5% | +3.6% | -4.2% | -1.9% |
| 30D | -11.3% | +22.0% | -33.3% | -16.4% |
| 3M | -44.9% | -8.6% | -36.3% | -49.4% |
| 6M | -17.3% | +248.5% | -265.8% | -54.6% |
| YTD | -9.9% | +516.3% | -526.2% | -62.0% |
| 1Y | +76.1% | +2,036.6% | -1,960.5% | -54.9% |
| All | +40.6% | +2,366.2% | -2,325.6% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling