-37.1%
MDB vs LUNR
+54.8%
-91.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +0.8% |
| 7D | -4.5% | +0.5% | -5.1% | -4.6% |
| 30D | -14.0% | -5.3% | -8.7% | -13.9% |
| 3M | +5.3% | -45.6% | +50.9% | +6.4% |
| 6M | +31.9% | -17.4% | +49.3% | +31.9% |
| YTD | -14.6% | -7.9% | -6.7% | -14.8% |
| 1Y | +8.2% | +77.6% | -69.4% | +6.9% |
| 3Y | -5.0% | +247.4% | -252.5% | -4.3% |
| All | -37.1% | +54.8% | -91.9% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling