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  • MPC vs D✓SelectedUSD · DMPC vs D performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

MPC vs D

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,101.0%
D return
+162.3%
Excess return
+2,938.7%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioDExcessAlpha
1D+0.3%-0.4%+0.7%+0.5%
7D+5.4%+1.5%+4.0%+4.8%
30D+31.0%-2.6%+33.6%+32.5%
3M+46.0%0.0%+46.0%+45.8%
6M+77.3%+7.4%+70.0%+70.4%
YTD+141.9%+15.9%+126.0%+124.1%
1Y+120.9%+18.1%+102.8%+102.1%
3Y+182.7%+58.4%+124.3%+116.4%
5Y+646.4%+5.2%+641.2%+597.4%
10Y+1,138.7%+35.9%+1,102.9%+891.5%
All+3,101.0%+162.3%+2,938.7%+1,102.5%

Cumulative growth

Daily Returns

Daily percentage return beside D.

Daily Out/Under-Performance

Portfolio return minus D return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × D 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 2026-09-04: compounded portfolio wealth divided by compounded D 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 2026-09-04 analysis · Full analysis span regression · 6 months rolling