+1,005.6%
MDB vs LBRT
-16.2%
+1,021.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +3.8% |
| 7D | -0.9% | -11.9% | +11.0% | +0.2% |
| 30D | -15.2% | -31.9% | +16.8% | -12.1% |
| 3M | -17.9% | -34.9% | +17.0% | -14.9% |
| 6M | +9.3% | -60.7% | +70.0% | +18.2% |
| YTD | -22.0% | -29.2% | +7.2% | -21.0% |
| 1Y | -9.3% | -23.6% | +14.3% | -8.9% |
| 3Y | -10.4% | -26.8% | +16.5% | -12.1% |
| 5Y | -43.2% | +16.3% | -59.6% | -46.6% |
| All | +1,005.6% | -16.2% | +1,021.8% | +810.6% |
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