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  • MPWR vs DLR✓SelectedUSD · DLRMPWR vs DLR performance historyLatest closeAs of+0.84%09/04
Stock and ETF performance explorer

MPWR vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14,479.0%
DLR return
+3,386.5%
Excess return
+11,092.6%
Maximum drawdown
-72.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D+0.8%+0.3%+0.5%+0.7%
7D-2.6%+1.6%-4.2%-3.3%
30D-9.0%-3.4%-5.7%-7.6%
3M-25.8%+0.5%-26.3%-26.9%
6M+11.8%+4.6%+7.2%+8.5%
YTD+35.5%+23.4%+12.1%+21.7%
1Y+45.3%+19.0%+26.3%+32.5%
3Y+138.5%+56.5%+81.9%+93.5%
5Y+152.8%+33.3%+119.4%+117.5%
10Y+1,616.6%+165.1%+1,451.4%+988.4%
All+14,479.0%+3,386.5%+11,092.6%+4,413.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling