+145.2%
MTZ vs LUNR
+51.5%
+93.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.5% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -14.8% | -11.3% | -3.5% | -14.5% |
| 3M | -30.8% | -44.9% | +14.1% | -29.6% |
| 6M | -22.6% | -17.3% | -5.3% | -22.5% |
| YTD | +6.8% | -9.9% | +16.7% | +6.4% |
| 1Y | +22.1% | +76.1% | -54.0% | +19.4% |
| 3Y | +153.1% | +240.0% | -86.9% | +146.8% |
| All | +145.2% | +51.5% | +93.7% | +132.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling