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

MPC vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,101.0%
WAB return
+834.3%
Excess return
+2,266.7%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+0.3%+0.7%-0.4%-0.1%
7D+5.4%-3.2%+8.6%+7.4%
30D+31.0%-4.4%+35.4%+34.3%
3M+46.0%+7.9%+38.2%+37.7%
6M+77.3%+8.7%+68.6%+63.8%
YTD+141.9%+33.0%+108.9%+97.1%
1Y+120.9%+46.7%+74.3%+68.4%
3Y+182.7%+153.0%+29.7%+49.9%
5Y+646.4%+222.3%+424.2%+230.7%
10Y+1,138.7%+291.0%+847.7%+337.4%
All+3,101.0%+834.3%+2,266.7%+479.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling