+621.4%
MPC vs LBRT
-16.2%
+637.6%
-79.7%
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% | +2.0% |
| 7D | -9.4% | -11.9% | +2.5% | -5.9% |
| 30D | -14.3% | -31.9% | +17.6% | -4.1% |
| 3M | +31.1% | -34.9% | +66.0% | +48.0% |
| 6M | +60.3% | -60.7% | +120.9% | +108.8% |
| YTD | +142.5% | -29.2% | +171.7% | +155.0% |
| 1Y | +104.6% | -23.6% | +128.2% | +108.4% |
| 3Y | +191.7% | -26.8% | +218.5% | +180.1% |
| 5Y | +549.2% | +16.3% | +532.9% | +401.2% |
| All | +621.4% | -16.2% | +637.6% | +346.6% |
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