+323.1%
MRVL vs LUNR
+228.4%
+94.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.9% | +4.3% |
| 7D | +5.6% | -3.1% | +8.7% | +6.0% |
| 30D | +8.8% | -15.3% | +24.1% | +11.1% |
| 3M | -15.9% | -53.2% | +37.3% | -7.9% |
| 6M | +161.3% | -22.2% | +183.5% | +166.8% |
| YTD | +178.2% | -11.6% | +189.8% | +176.3% |
| 1Y | +255.3% | +68.4% | +186.9% | +224.8% |
| 3Y | +323.1% | +216.8% | +106.3% | +300.0% |
| All | +323.1% | +228.4% | +94.7% | +300.0% |
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