+51.5%
LUNR vs MXL
-3.3%
+54.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.5% |
| 7D | -0.5% | +16.6% | -17.2% | -3.7% |
| 30D | -11.3% | +0.5% | -11.8% | -11.5% |
| 3M | -44.9% | -3.6% | -41.3% | -45.4% |
| 6M | -17.3% | +328.0% | -345.3% | -42.6% |
| YTD | -9.9% | +297.8% | -307.7% | -36.8% |
| 1Y | +76.1% | +339.4% | -263.3% | +21.0% |
| 3Y | +240.0% | +201.7% | +38.3% | +123.2% |
| All | +51.5% | -3.3% | +54.8% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling