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  • MPWR vs WCN✓SelectedUSD · WCNMPWR vs WCN performance historyLatest closeAs of-1.21%09/09
Stock and ETF performance explorer

MPWR vs WCN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,679.2%
WCN return
+235.4%
Excess return
+1,443.8%
Maximum drawdown
-51.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWCNExcessAlpha
1D-1.2%-1.2%0.0%-0.5%
7D-1.3%-1.7%+0.5%-0.2%
30D-12.8%-3.0%-9.9%-11.2%
3M-21.3%+2.5%-23.9%-24.1%
6M+13.7%-5.7%+19.4%+15.2%
YTD+33.3%-7.4%+40.7%+36.2%
1Y+41.3%-8.6%+49.9%+44.6%
3Y+145.8%+19.4%+126.4%+94.7%
5Y+155.6%+27.2%+128.4%+88.4%
10Y+1,679.2%+238.5%+1,440.7%+618.4%
All+1,679.2%+235.4%+1,443.8%+618.4%

Cumulative growth

Daily Returns

Daily percentage return beside WCN.

Daily Out/Under-Performance

Portfolio return minus WCN return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WCN 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 WCN 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