+171.7%
MPC vs LUNR
+251.6%
-79.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.9% | -3.6% | +2.1% |
| 7D | +3.9% | +6.5% | -2.7% | +3.7% |
| 30D | +33.8% | -4.4% | +38.1% | +33.8% |
| 3M | +49.9% | -47.3% | +97.1% | +51.9% |
| 6M | +80.9% | -11.1% | +92.0% | +79.7% |
| YTD | +147.4% | -3.4% | +150.8% | +144.1% |
| 1Y | +123.2% | +85.8% | +37.4% | +115.7% |
| 3Y | +171.7% | +264.7% | -92.9% | +159.6% |
| All | +171.7% | +251.6% | -79.8% | +159.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling