+23.3%
MDT vs LUNR
+228.4%
-205.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -3.4% | -3.1% | -0.3% | -3.4% |
| 30D | +0.2% | -15.3% | +15.6% | +0.4% |
| 3M | +14.3% | -53.2% | +67.4% | +15.5% |
| 6M | +4.0% | -22.2% | +26.2% | +3.4% |
| YTD | -3.7% | -11.6% | +7.9% | -4.8% |
| 1Y | -0.4% | +68.4% | -68.8% | -3.3% |
| 3Y | +23.3% | +216.8% | -193.5% | +17.0% |
| All | +23.3% | +228.4% | -205.1% | +17.0% |
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