+1,017.5%
MDB vs LPLA
+622.5%
+394.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -4.5% | -1.5% | -3.0% | -3.9% |
| 30D | -14.0% | -6.0% | -8.0% | -11.9% |
| 3M | +5.3% | +21.4% | -16.0% | -2.4% |
| 6M | +31.9% | +12.1% | +19.8% | +24.8% |
| YTD | -14.6% | -1.8% | -12.8% | -15.3% |
| 1Y | +8.2% | +3.2% | +5.0% | +4.7% |
| 3Y | -5.0% | +45.9% | -51.0% | -21.3% |
| 5Y | -24.5% | +144.7% | -169.2% | -50.3% |
| All | +1,017.5% | +622.5% | +394.9% | +357.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded LPLA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling