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

MPWR vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,632.0%
WAT return
+161.1%
Excess return
+1,471.0%
Maximum drawdown
-51.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D+0.8%-1.0%+1.9%+1.4%
7D-2.6%-1.3%-1.3%-1.8%
30D-9.0%+2.3%-11.4%-10.4%
3M-25.8%+8.7%-34.6%-29.8%
6M+11.8%+28.3%-16.6%-6.2%
YTD+35.5%+7.8%+27.7%+25.5%
1Y+45.3%+36.6%+8.7%+14.3%
3Y+138.5%+45.7%+92.8%+70.1%
5Y+152.8%-3.3%+156.1%+134.6%
All+1,632.0%+161.1%+1,471.0%+751.4%

Cumulative growth

Daily Returns

Daily percentage return beside WAT.

Daily Out/Under-Performance

Portfolio return minus WAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAT 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 WAT 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