+102.9%
MRK vs LUNR
+51.5%
+51.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.9% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | +11.0% | -11.3% | +22.2% | +10.9% |
| 3M | +22.4% | -44.9% | +67.3% | +22.2% |
| 6M | +25.4% | -17.3% | +42.7% | +25.6% |
| YTD | +39.5% | -9.9% | +49.4% | +39.8% |
| 1Y | +78.0% | +76.1% | +1.8% | +79.1% |
| 3Y | +45.5% | +240.0% | -194.5% | +47.9% |
| All | +102.9% | +51.5% | +51.4% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling