+168.3%
MTZ vs LUNR
+251.6%
-83.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.1% | +3.1% |
| 7D | +3.6% | +6.5% | -3.0% | +2.8% |
| 30D | -9.6% | -4.4% | -5.3% | -9.2% |
| 3M | -31.9% | -47.3% | +15.3% | -27.5% |
| 6M | -13.8% | -11.1% | -2.7% | -14.8% |
| YTD | +13.3% | -3.4% | +16.6% | +9.3% |
| 1Y | +39.3% | +85.8% | -46.5% | +23.8% |
| 3Y | +168.3% | +264.7% | -96.3% | +110.9% |
| All | +168.3% | +251.6% | -83.2% | +110.9% |
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