+12.3%
MCD vs LUNR
+48.7%
-36.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.2% |
| 7D | -1.2% | -3.1% | +1.9% | -1.2% |
| 30D | -7.8% | -15.3% | +7.6% | -7.8% |
| 3M | -10.7% | -53.2% | +42.5% | -10.8% |
| 6M | -21.3% | -22.2% | +1.0% | -21.3% |
| YTD | -15.8% | -11.6% | -4.2% | -15.7% |
| 1Y | -16.0% | +68.4% | -84.4% | -15.9% |
| 3Y | -3.0% | +216.8% | -219.7% | -2.7% |
| All | +12.3% | +48.7% | -36.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling