+117.2%
MPC vs LUNR
-9.9%
+127.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.2% | -2.9% | -8.1% |
| 7D | -10.9% | -14.3% | +3.4% | -11.0% |
| 30D | -9.4% | -30.5% | +21.1% | -9.3% |
| 3M | +26.0% | -28.9% | +54.8% | +25.9% |
| 6M | +56.5% | -60.8% | +117.3% | +57.2% |
| YTD | +144.3% | -38.8% | +183.1% | +138.0% |
| 1Y | +117.2% | -4.5% | +121.8% | +107.4% |
| All | +117.2% | -9.9% | +127.1% | +107.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling