Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MPC vs WCN✓SelectedUSD · WCNMPC vs WCN performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

MPC vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+180.6%
WCN return
+20.7%
Excess return
+159.9%
Maximum drawdown
-44.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D+0.3%-1.2%+1.5%+0.4%
7D+5.4%-0.6%+6.1%+5.5%
30D+31.0%+0.4%+30.5%+30.9%
3M+46.0%+7.3%+38.7%+44.4%
6M+77.3%-2.5%+79.8%+77.8%
YTD+141.9%-5.4%+147.3%+143.4%
1Y+120.9%-8.5%+129.4%+124.0%
All+180.6%+20.7%+159.9%+162.8%

Cumulative growth

Daily Returns

Daily percentage return beside WCN.

Daily Out/Under-Performance

Portfolio return minus WCN return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…

3y analysis · Full analysis span regression · 6 months rolling