-10.0%
MTZ vs LBRT
-27.7%
+17.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.4% |
| 7D | -8.7% | -15.7% | +7.0% | -4.5% |
| 30D | -15.0% | -34.3% | +19.3% | -6.5% |
| 3M | -32.6% | -40.6% | +8.0% | -24.2% |
| 6M | -56.3% | -62.0% | +5.7% | -47.0% |
| YTD | -16.8% | -31.6% | +14.8% | -17.6% |
| 1Y | -10.0% | -25.8% | +15.8% | -13.3% |
| All | -10.0% | -27.7% | +17.7% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling