+1,788.2%
MPWR vs LPLA
+758.1%
+1,030.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | +16.8% | -0.9% | +17.7% | +17.4% |
| 30D | +11.9% | -9.5% | +21.4% | +15.8% |
| 3M | +2.2% | -21.9% | +24.1% | +12.3% |
| 6M | -15.5% | -2.6% | -12.9% | -16.6% |
| YTD | +54.2% | -17.8% | +72.0% | +62.2% |
| 1Y | +51.5% | -21.2% | +72.6% | +62.4% |
| 3Y | +180.2% | +30.6% | +149.6% | +127.5% |
| 5Y | +156.8% | +81.3% | +75.4% | +70.8% |
| All | +1,788.2% | +758.1% | +1,030.2% | +600.1% |
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