+146.5%
MPWR vs LBRT
-38.0%
+184.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.4% | -0.2% | +3.6% |
| 7D | -1.7% | -29.1% | +27.4% | +7.8% |
| 30D | -16.5% | -38.4% | +21.9% | -4.7% |
| 3M | -12.3% | -40.1% | +27.8% | +0.6% |
| 6M | -27.7% | -62.9% | +35.2% | -6.5% |
| YTD | +32.0% | -34.5% | +66.5% | +43.9% |
| 1Y | +25.1% | -30.2% | +55.3% | +33.4% |
| 3Y | +146.5% | -37.5% | +184.0% | +162.1% |
| All | +146.5% | -38.0% | +184.5% | +162.1% |
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