Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MCHP vs BWA✓SelectedUSD · BWAMCHP vs BWA performance historyLatest closeAs of-1.07%09/08
Stock and ETF performance explorer

MCHP vs BWA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,084.0%
BWA return
+3,424.3%
Excess return
+13,659.8%
Maximum drawdown
-63.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioBWAExcessAlpha
1D-1.1%-1.9%+0.8%-0.2%
7D+2.8%+4.3%-1.5%+0.7%
30D-12.8%-2.9%-9.9%-11.7%
3M-19.2%-12.4%-6.8%-13.8%
6M+14.5%+28.6%-14.0%+1.9%
YTD+17.1%+48.2%-31.1%-3.8%
1Y+15.3%+50.9%-35.6%-6.3%
3Y+0.5%+72.2%-71.7%-24.0%
5Y+6.1%+91.1%-85.0%-24.1%
10Y+192.2%+144.0%+48.2%+79.0%
All+17,084.0%+3,424.3%+13,659.8%+2,783.4%

Cumulative growth

Daily Returns

Daily percentage return beside BWA.

Daily Out/Under-Performance

Portfolio return minus BWA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BWA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BWA 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling