-40.4%
MDB vs LUNR
+35.0%
-75.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.5% | +0.3% |
| 7D | +11.6% | +51.2% | -39.6% | +10.4% |
| 30D | -8.9% | +7.0% | -15.9% | -9.2% |
| 3M | -22.4% | -23.1% | +0.7% | -22.1% |
| 6M | +10.1% | -59.4% | +69.5% | +11.5% |
| YTD | -19.0% | -19.7% | +0.7% | -19.1% |
| 1Y | -7.0% | +39.5% | -46.5% | -7.9% |
| 3Y | -9.8% | +357.2% | -367.0% | -8.5% |
| All | -40.4% | +35.0% | -75.4% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling