+626.6%
MPC vs LBRT
-14.8%
+641.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -11.2% | +3.1% | -4.5% |
| 7D | -10.9% | -25.3% | +14.4% | -2.4% |
| 30D | -9.4% | -32.9% | +23.5% | +2.1% |
| 3M | +26.0% | -33.3% | +59.3% | +41.7% |
| 6M | +56.5% | -61.0% | +117.5% | +105.2% |
| YTD | +144.3% | -28.0% | +172.3% | +156.3% |
| 1Y | +117.2% | -21.5% | +138.7% | +120.1% |
| 3Y | +176.3% | -31.5% | +207.8% | +172.5% |
| 5Y | +590.5% | +12.3% | +578.2% | +440.8% |
| All | +626.6% | -14.8% | +641.4% | +349.0% |
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 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