+619.6%
MPC vs LBRT
+33.5%
+586.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +5.4% | +8.7% | -3.3% | +2.6% |
| 30D | +31.0% | +6.6% | +24.4% | +27.9% |
| 3M | +46.0% | -34.5% | +80.5% | +64.0% |
| 6M | +77.3% | -24.5% | +101.8% | +88.6% |
| YTD | +141.9% | +12.7% | +129.2% | +122.0% |
| 1Y | +120.9% | +94.8% | +26.1% | +63.4% |
| 3Y | +182.7% | +31.9% | +150.8% | +125.9% |
| 5Y | +646.4% | +111.8% | +534.6% | +375.6% |
| All | +619.6% | +33.5% | +586.1% | +289.0% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling