+577.7%
MPC vs LUNR
+53.5%
+524.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +5.4% | -3.6% | +9.1% | +5.5% |
| 30D | +31.0% | +5.9% | +25.1% | +30.9% |
| 3M | +46.0% | -56.0% | +102.0% | +46.7% |
| 6M | +77.3% | -20.5% | +97.8% | +77.2% |
| YTD | +141.9% | -8.7% | +150.7% | +141.3% |
| 1Y | +120.9% | +75.9% | +45.0% | +119.5% |
| 3Y | +182.7% | +202.9% | -20.2% | +182.0% |
| All | +577.7% | +53.5% | +524.3% | +589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling