+928.7%
MDB vs LBRT
-26.4%
+955.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -13.7% | +6.4% | -5.9% |
| 7D | -20.9% | -34.8% | +13.9% | -17.6% |
| 30D | -15.6% | -43.6% | +28.0% | -11.0% |
| 3M | -19.1% | -41.2% | +22.2% | -15.2% |
| 6M | +14.2% | -66.1% | +80.3% | +25.3% |
| YTD | -27.4% | -37.9% | +10.4% | -25.5% |
| 1Y | -13.0% | -33.9% | +20.8% | -11.4% |
| 3Y | -11.2% | -40.9% | +29.6% | -11.3% |
| 5Y | -45.2% | +2.1% | -47.3% | -47.8% |
| All | +928.7% | -26.4% | +955.1% | +758.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling