+602.0%
MPC vs LUNR
+26.2%
+575.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +3.4% |
| 7D | +2.6% | +22.7% | -20.1% | +2.5% |
| 30D | -12.2% | -5.3% | -6.9% | -12.2% |
| 3M | +20.1% | -26.1% | +46.2% | +20.2% |
| 6M | +60.6% | -62.4% | +123.0% | +61.2% |
| YTD | +150.6% | -25.0% | +175.5% | +150.1% |
| 1Y | +104.7% | +29.0% | +75.6% | +103.6% |
| 3Y | +194.5% | +327.4% | -132.9% | +194.1% |
| All | +602.0% | +26.2% | +575.8% | +614.0% |
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