+163.8%
MPC vs LBRT
-38.0%
+201.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -2.5% |
| 7D | -16.2% | -29.1% | +13.0% | -9.2% |
| 30D | -15.7% | -38.4% | +22.7% | -5.9% |
| 3M | +24.9% | -40.1% | +65.0% | +39.8% |
| 6M | +52.7% | -62.9% | +115.5% | +90.3% |
| YTD | +131.9% | -34.5% | +166.4% | +144.1% |
| 1Y | +96.6% | -30.2% | +126.8% | +102.3% |
| 3Y | +163.8% | -37.5% | +201.2% | +167.3% |
| All | +163.8% | -38.0% | +201.8% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling