+146.5%
MPWR vs LPLA
+36.1%
+110.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +5.7% |
| 7D | -1.7% | +4.1% | -5.9% | -2.9% |
| 30D | -16.5% | -9.0% | -7.5% | -14.6% |
| 3M | -12.3% | -17.6% | +5.4% | -7.8% |
| 6M | -27.7% | -8.8% | -18.9% | -26.7% |
| YTD | +32.0% | -17.0% | +49.0% | +37.5% |
| 1Y | +25.1% | -20.4% | +45.5% | +32.3% |
| 3Y | +146.5% | +35.4% | +111.1% | +134.9% |
| All | +146.5% | +36.1% | +110.4% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling