+216.8%
LUNR vs MXL
+222.8%
-6.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.4% | -3.8% |
| 7D | -3.1% | +18.9% | -22.0% | -7.7% |
| 30D | -15.3% | +0.3% | -15.7% | -15.8% |
| 3M | -53.2% | -8.0% | -45.1% | -53.7% |
| 6M | -22.2% | +341.2% | -363.5% | -56.3% |
| YTD | -11.6% | +327.8% | -339.4% | -50.3% |
| 1Y | +68.4% | +364.9% | -296.5% | -8.4% |
| 3Y | +216.8% | +229.2% | -12.5% | +48.1% |
| All | +216.8% | +222.8% | -6.0% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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