+619.5%
MPC vs LUNR
+35.0%
+584.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.0% | -4.5% | +2.4% |
| 7D | +9.4% | +51.2% | -41.7% | +9.2% |
| 30D | -13.4% | +7.0% | -20.4% | -13.5% |
| 3M | +18.9% | -23.1% | +42.0% | +19.0% |
| 6M | +64.9% | -59.4% | +124.3% | +65.5% |
| YTD | +156.8% | -19.7% | +176.5% | +156.2% |
| 1Y | +113.2% | +39.5% | +73.7% | +112.0% |
| 3Y | +201.8% | +357.2% | -155.4% | +201.3% |
| All | +619.5% | +35.0% | +584.5% | +631.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling