+1,047.5%
MDB vs LBRT
-16.2%
+1,063.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +11.6% | +13.8% | -2.3% | +10.1% |
| 30D | -8.9% | -32.4% | +23.5% | -5.6% |
| 3M | -22.4% | -39.9% | +17.5% | -18.9% |
| 6M | +10.1% | -60.8% | +70.9% | +19.0% |
| YTD | -19.0% | -29.3% | +10.2% | -18.0% |
| 1Y | -7.0% | -18.9% | +11.9% | -7.2% |
| 3Y | -9.8% | -28.0% | +18.1% | -11.5% |
| 5Y | -40.1% | +26.6% | -66.6% | -43.9% |
| All | +1,047.5% | -16.2% | +1,063.8% | +845.1% |
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