Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MPWR vs NTAP✓SelectedUSD · NTAPMPWR vs NTAP performance historyLatest closeAs of-0.44%09/08
Stock and ETF performance explorer

MPWR vs NTAP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,650.0%
NTAP return
+583.2%
Excess return
+1,066.8%
Maximum drawdown
-51.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioNTAPExcessAlpha
1D-0.4%+1.9%-2.3%-1.6%
7D-0.6%+3.3%-3.9%-2.6%
30D-13.1%-0.2%-12.9%-13.3%
3M-21.7%+11.4%-33.1%-27.4%
6M+19.5%+88.7%-69.2%-24.7%
YTD+34.9%+78.9%-44.0%-12.8%
1Y+42.0%+58.8%-16.9%-0.3%
3Y+148.8%+153.5%-4.7%+29.0%
5Y+156.8%+136.7%+20.1%+39.7%
10Y+1,650.0%+590.2%+1,059.8%+435.0%
All+1,650.0%+583.2%+1,066.8%+435.0%

Cumulative growth

Daily Returns

Daily percentage return beside NTAP.

Daily Out/Under-Performance

Portfolio return minus NTAP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × NTAP 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 NTAP 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