+156.0%
MPWR vs LUNR
+34.7%
+121.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | +16.8% | +24.2% | -7.4% | +16.0% |
| 30D | +11.9% | +18.0% | -6.1% | +11.2% |
| 3M | +2.2% | -26.0% | +28.2% | +2.8% |
| 6M | -15.5% | -63.6% | +48.1% | -13.8% |
| YTD | +54.2% | -19.9% | +74.1% | +54.3% |
| 1Y | +51.5% | +50.1% | +1.3% | +49.9% |
| 3Y | +180.2% | +374.5% | -194.2% | +180.2% |
| All | +156.0% | +34.7% | +121.2% | +154.9% |
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