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  • MPWR vs AWK✓SelectedUSD · AWKMPWR vs AWK performance historyLatest closeAs of-0.44%09/08
Stock and ETF performance explorer

MPWR vs AWK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,650.0%
AWK return
+126.2%
Excess return
+1,523.8%
Maximum drawdown
-51.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioAWKExcessAlpha
1D-0.4%-0.2%-0.2%-0.4%
7D-0.6%+2.2%-2.8%-1.2%
30D-13.1%+4.4%-17.5%-14.3%
3M-21.7%+15.4%-37.1%-25.7%
6M+19.5%+3.5%+16.0%+17.0%
YTD+34.9%+9.8%+25.1%+28.9%
1Y+42.0%+3.0%+39.0%+38.1%
3Y+148.8%+9.7%+139.2%+124.8%
5Y+156.8%-17.2%+174.0%+165.3%
10Y+1,650.0%+126.1%+1,523.9%+1,143.6%
All+1,650.0%+126.2%+1,523.8%+1,143.6%

Cumulative growth

Daily Returns

Daily percentage return beside AWK.

Daily Out/Under-Performance

Portfolio return minus AWK return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × AWK 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 AWK 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