+1,028.7%
MDB vs LBRT
-15.3%
+1,044.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | +6.8% | +9.2% | -2.4% | +5.9% |
| 30D | -6.2% | -27.5% | +21.3% | -3.4% |
| 3M | -29.2% | -37.9% | +8.7% | -26.3% |
| 6M | +10.3% | -60.7% | +71.0% | +19.3% |
| YTD | -20.4% | -28.5% | +8.1% | -19.4% |
| 1Y | -4.8% | -13.2% | +8.4% | -5.7% |
| 3Y | -11.6% | -28.8% | +17.2% | -13.1% |
| 5Y | -41.0% | +28.0% | -69.0% | -44.9% |
| All | +1,028.7% | -15.3% | +1,044.0% | +828.6% |
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