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

MPWR vs WM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,632.7%
WM return
+306.5%
Excess return
+1,326.2%
Maximum drawdown
-51.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWMExcessAlpha
1D+0.8%-1.2%+2.1%+1.4%
7D-2.6%-0.3%-2.3%-2.5%
30D-9.0%-2.4%-6.7%-8.1%
3M-25.8%+0.4%-26.3%-27.3%
6M+11.8%-9.5%+21.2%+15.2%
YTD+35.5%+0.5%+35.0%+31.4%
1Y+45.3%-1.1%+46.4%+41.3%
3Y+138.5%+46.0%+92.4%+73.1%
5Y+152.8%+51.8%+100.9%+75.4%
All+1,632.7%+306.5%+1,326.2%+497.8%

Cumulative growth

Daily Returns

Daily percentage return beside WM.

Daily Out/Under-Performance

Portfolio return minus WM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WM 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 WM 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