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

MPWR vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,650.0%
DLR return
+163.6%
Excess return
+1,486.4%
Maximum drawdown
-51.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D-0.4%+0.6%-1.0%-0.8%
7D-0.6%+3.4%-4.0%-2.6%
30D-13.1%-2.2%-10.8%-11.9%
3M-21.7%+4.7%-26.5%-25.2%
6M+19.5%+9.0%+10.5%+11.9%
YTD+34.9%+24.1%+10.8%+16.5%
1Y+42.0%+20.9%+21.0%+24.1%
3Y+148.8%+60.0%+88.8%+85.2%
5Y+156.8%+35.3%+121.5%+102.9%
10Y+1,650.0%+165.8%+1,484.3%+945.6%
All+1,650.0%+163.6%+1,486.4%+945.6%

Cumulative growth

Daily Returns

Daily percentage return beside DLR.

Daily Out/Under-Performance

Portfolio return minus DLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLR 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 DLR 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