+14.0%
MDLZ vs LUNR
+48.7%
-34.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.1% |
| 7D | +1.9% | -3.1% | +5.0% | +1.9% |
| 30D | +0.4% | -15.3% | +15.8% | +0.4% |
| 3M | -0.6% | -53.2% | +52.5% | -0.7% |
| 6M | +14.7% | -22.2% | +36.9% | +14.7% |
| YTD | +18.0% | -11.6% | +29.6% | +18.0% |
| 1Y | +4.1% | +68.4% | -64.3% | +4.3% |
| 3Y | -4.6% | +216.8% | -221.4% | -4.4% |
| All | +14.0% | +48.7% | -34.7% | +15.1% |
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