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  • MPC vs GWW✓SelectedUSD · GWWMPC vs GWW performance historyLatest closeAs of+2.28%09/08
Stock and ETF performance explorer

MPC vs GWW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,134.0%
GWW return
+557.3%
Excess return
+576.8%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioGWWExcessAlpha
1D+2.3%-2.7%+4.9%+3.5%
7D+3.9%-1.5%+5.4%+4.5%
30D+33.8%+1.1%+32.6%+33.1%
3M+49.9%-1.0%+50.8%+49.8%
6M+80.9%+16.3%+64.6%+66.7%
YTD+147.4%+28.5%+118.9%+117.3%
1Y+123.2%+30.3%+92.9%+94.0%
3Y+171.7%+91.6%+80.1%+92.4%
5Y+678.6%+224.0%+454.6%+307.1%
10Y+1,134.0%+551.3%+582.7%+406.8%
All+1,134.0%+557.3%+576.8%+406.8%

Cumulative growth

Daily Returns

Daily percentage return beside GWW.

Daily Out/Under-Performance

Portfolio return minus GWW return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GWW 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 GWW 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