+33.3%
MELI vs LUNR
+228.4%
-195.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.4% |
| 7D | -4.1% | -3.1% | -1.0% | -4.0% |
| 30D | +3.8% | -15.3% | +19.1% | +4.4% |
| 3M | +17.8% | -53.2% | +71.0% | +21.4% |
| 6M | +7.4% | -22.2% | +29.7% | +6.5% |
| YTD | -5.8% | -11.6% | +5.8% | -7.7% |
| 1Y | -18.9% | +68.4% | -87.3% | -23.3% |
| 3Y | +33.3% | +216.8% | -183.4% | +20.0% |
| All | +33.3% | +228.4% | -195.0% | +20.0% |
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