+191.7%
MPC vs LUNR
+282.2%
-90.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +15.0% | -10.4% | +4.3% |
| 7D | -9.4% | +22.1% | -31.5% | -9.8% |
| 30D | -14.3% | -8.7% | -5.6% | -14.3% |
| 3M | +31.1% | -26.6% | +57.7% | +31.6% |
| 6M | +60.3% | -58.4% | +118.7% | +62.5% |
| YTD | +142.5% | -25.8% | +168.3% | +140.1% |
| 1Y | +104.6% | +25.5% | +79.0% | +99.0% |
| 3Y | +191.7% | +300.0% | -108.3% | +189.8% |
| All | +191.7% | +282.2% | -90.5% | +189.8% |
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 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