+211.5%
MRVL vs LUNR
+62.5%
+149.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.0% | +0.6% |
| 7D | +7.1% | +6.5% | +0.6% | +6.9% |
| 30D | +3.1% | -4.4% | +7.4% | +3.2% |
| 3M | -21.9% | -47.3% | +25.3% | -20.6% |
| 6M | +151.8% | -11.1% | +162.9% | +152.7% |
| YTD | +165.6% | -3.4% | +169.0% | +165.5% |
| 1Y | +242.3% | +85.8% | +156.5% | +237.7% |
| 3Y | +308.2% | +264.7% | +43.5% | +310.1% |
| All | +211.5% | +62.5% | +149.1% | +222.3% |
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