+148.8%
MPWR vs LUNR
+251.6%
-102.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -1.1% |
| 7D | -0.6% | +6.5% | -7.1% | -1.3% |
| 30D | -13.1% | -4.4% | -8.7% | -12.7% |
| 3M | -21.7% | -47.3% | +25.5% | -17.0% |
| 6M | +19.5% | -11.1% | +30.6% | +19.0% |
| YTD | +34.9% | -3.4% | +38.3% | +31.7% |
| 1Y | +42.0% | +85.8% | -43.8% | +29.2% |
| 3Y | +148.8% | +264.7% | -115.8% | +110.1% |
| All | +148.8% | +251.6% | -102.8% | +110.1% |
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