+956.5%
MDB vs LBRT
-22.5%
+979.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.7% | +2.2% |
| 7D | -11.4% | -29.1% | +17.8% | -8.5% |
| 30D | -13.8% | -38.4% | +24.6% | -9.9% |
| 3M | -15.5% | -40.1% | +24.6% | -11.6% |
| 6M | +17.9% | -62.9% | +80.8% | +28.2% |
| YTD | -25.5% | -34.5% | +9.1% | -23.9% |
| 1Y | -12.1% | -30.2% | +18.1% | -10.9% |
| 3Y | -5.9% | -37.5% | +31.6% | -6.4% |
| 5Y | -43.7% | +7.6% | -51.3% | -46.6% |
| All | +956.5% | -22.5% | +979.0% | +776.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling