-9.2%
MDT vs LUNR
+54.8%
-64.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.5% |
| 7D | -0.3% | +0.5% | -0.9% | -0.3% |
| 30D | +2.8% | -5.3% | +8.1% | +2.8% |
| 3M | +13.1% | -45.6% | +58.7% | +13.5% |
| 6M | +2.3% | -17.4% | +19.7% | +2.1% |
| YTD | -2.7% | -7.9% | +5.3% | -3.1% |
| 1Y | +0.9% | +77.6% | -76.8% | -0.1% |
| 3Y | +26.8% | +247.4% | -220.6% | +24.5% |
| All | -9.2% | +54.8% | -64.1% | -13.0% |
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 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