+198.0%
MPWR vs LUNR
+320.0%
-122.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.1% | +5.8% | +8.5% |
| 7D | +17.3% | +22.7% | -5.4% | +14.5% |
| 30D | +12.1% | -5.3% | +17.4% | +12.4% |
| 3M | +5.6% | -26.1% | +31.7% | +8.6% |
| 6M | -10.7% | -62.4% | +51.7% | -3.0% |
| YTD | +64.0% | -25.0% | +88.9% | +63.9% |
| 1Y | +55.9% | +29.0% | +26.9% | +47.2% |
| All | +198.0% | +320.0% | -122.0% | +156.4% |
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