+22.2%
MP vs LUNR
+53.5%
-31.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.4% |
| 7D | -2.9% | -3.6% | +0.8% | -2.7% |
| 30D | +13.8% | +5.9% | +8.0% | +13.5% |
| 3M | -16.7% | -56.0% | +39.3% | -13.7% |
| 6M | -11.5% | -20.5% | +9.0% | -11.0% |
| YTD | +7.9% | -8.7% | +16.7% | +8.0% |
| 1Y | -15.0% | +75.9% | -90.9% | -16.5% |
| 3Y | +153.5% | +202.9% | -49.4% | +146.9% |
| All | +22.2% | +53.5% | -31.3% | +23.8% |
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