+959.5%
MDB vs LPLA
+504.7%
+454.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.6% |
| 7D | +11.6% | -2.8% | +14.3% | +12.6% |
| 30D | -8.9% | -10.2% | +1.2% | -6.2% |
| 3M | -22.4% | -22.3% | -0.1% | -15.9% |
| 6M | +10.1% | -0.5% | +10.5% | +8.0% |
| YTD | -19.0% | -17.9% | -1.2% | -15.4% |
| 1Y | -7.0% | -22.0% | +15.0% | -1.0% |
| 3Y | -9.8% | +29.4% | -39.2% | -23.1% |
| 5Y | -40.1% | +81.2% | -121.3% | -56.5% |
| All | +959.5% | +504.7% | +454.8% | +356.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling