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

MPC vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,134.0%
WAB return
+283.1%
Excess return
+850.9%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+2.3%+0.6%+1.7%+2.0%
7D+3.9%+1.7%+2.2%+2.9%
30D+33.8%-2.4%+36.2%+35.5%
3M+49.9%+9.7%+40.2%+40.1%
6M+80.9%+16.5%+64.4%+60.7%
YTD+147.4%+33.7%+113.7%+101.6%
1Y+123.2%+49.7%+73.5%+68.6%
3Y+171.7%+170.9%+0.8%+38.8%
5Y+678.6%+228.0%+450.5%+242.3%
10Y+1,134.0%+284.8%+849.2%+312.3%
All+1,134.0%+283.1%+850.9%+312.3%

Cumulative growth

Daily Returns

Daily percentage return beside WAB.

Daily Out/Under-Performance

Portfolio return minus WAB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAB 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 WAB 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