-9.7%
MDB vs LUNR
+258.8%
-268.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.9% | -9.3% | -4.1% |
| 7D | -18.0% | +6.5% | -24.5% | -18.6% |
| 30D | -10.7% | -4.4% | -6.3% | -10.5% |
| 3M | +1.0% | -47.3% | +48.2% | +6.9% |
| 6M | +31.6% | -11.1% | +42.7% | +29.7% |
| YTD | -15.2% | -3.4% | -11.8% | -18.2% |
| 1Y | +10.1% | +85.8% | -75.7% | -2.1% |
| All | -9.7% | +258.8% | -268.5% | -24.2% |
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