+110.7%
MCK vs LUNR
+228.4%
-117.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | -2.9% | -3.1% | +0.2% | -2.9% |
| 30D | +0.4% | -15.3% | +15.8% | +0.3% |
| 3M | +12.1% | -53.2% | +65.3% | +11.7% |
| 6M | -5.4% | -22.2% | +16.8% | -5.5% |
| YTD | +7.8% | -11.6% | +19.4% | +7.8% |
| 1Y | +22.9% | +68.4% | -45.5% | +23.1% |
| 3Y | +110.7% | +216.8% | -106.0% | +113.1% |
| All | +110.7% | +228.4% | -117.6% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling