-20.6%
MP vs LUNR
+8.5%
-29.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +21.5% | -16.5% | +3.8% |
| 7D | -10.5% | -1.9% | -8.6% | -10.5% |
| 30D | -23.5% | -27.3% | +3.8% | -22.4% |
| 3M | -25.4% | -29.9% | +4.4% | -24.1% |
| 6M | -51.3% | -60.2% | +9.0% | -49.4% |
| YTD | -29.9% | -35.5% | +5.6% | -28.7% |
| 1Y | -31.8% | +9.5% | -41.4% | -31.8% |
| 3Y | +127.0% | +226.2% | -99.2% | +125.2% |
| All | -20.6% | +8.5% | -29.1% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling