+596.1%
MPC vs LUNR
+54.8%
+541.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +0.4% |
| 7D | +3.2% | +0.5% | +2.7% | +3.2% |
| 30D | +25.0% | -5.3% | +30.4% | +25.1% |
| 3M | +55.2% | -45.6% | +100.8% | +55.6% |
| 6M | +86.4% | -17.4% | +103.8% | +86.2% |
| YTD | +148.5% | -7.9% | +156.4% | +147.9% |
| 1Y | +121.7% | +77.6% | +44.1% | +120.3% |
| 3Y | +172.9% | +247.4% | -74.6% | +172.2% |
| All | +596.1% | +54.8% | +541.3% | +607.7% |
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