+45.4%
MRK vs LUNR
+228.4%
-183.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | -4.3% | -3.1% | -1.2% | -4.2% |
| 30D | +8.3% | -15.3% | +23.6% | +8.3% |
| 3M | +20.0% | -53.2% | +73.2% | +20.5% |
| 6M | +25.7% | -22.2% | +47.9% | +26.1% |
| YTD | +38.7% | -11.6% | +50.3% | +39.1% |
| 1Y | +74.7% | +68.4% | +6.3% | +75.1% |
| 3Y | +45.4% | +216.8% | -171.4% | +46.8% |
| All | +45.4% | +228.4% | -183.0% | +46.8% |
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