+126.9%
MPWR vs LUNR
+48.7%
+78.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +4.1% |
| 7D | +0.9% | -3.1% | +4.0% | +0.9% |
| 30D | -13.4% | -15.3% | +2.0% | -13.0% |
| 3M | -22.2% | -53.2% | +30.9% | -20.9% |
| 6M | +15.7% | -22.2% | +37.9% | +16.1% |
| YTD | +36.7% | -11.6% | +48.3% | +36.6% |
| 1Y | +47.9% | +68.4% | -20.5% | +46.2% |
| 3Y | +159.7% | +216.8% | -57.1% | +158.3% |
| All | +126.9% | +48.7% | +78.2% | +125.7% |
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