+287.6%
MP vs LPLA
+276.8%
+10.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +9.5% | -0.9% | +10.4% | +9.9% |
| 30D | -3.0% | -9.5% | +6.5% | +0.2% |
| 3M | -30.4% | -21.9% | -8.5% | -23.4% |
| 6M | -39.2% | -2.6% | -36.6% | -40.2% |
| YTD | -23.3% | -17.8% | -5.5% | -18.7% |
| 1Y | -32.6% | -21.2% | -11.5% | -27.1% |
| 3Y | +159.3% | +30.6% | +128.6% | +100.0% |
| 5Y | -16.4% | +81.3% | -97.8% | -50.3% |
| All | +287.6% | +276.8% | +10.8% | +86.2% |
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