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  • WULF vs MPWR✓SelectedUSD · MPWRWULF vs MPWR performance historyLatest closeAs of+8.18%09/08
Stock and ETF performance explorer

WULF vs MPWR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+94.0%
MPWR return
+1,632.4%
Excess return
-1,538.4%
Maximum drawdown
-98.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioMPWRExcessAlpha
1D+8.2%-0.4%+8.6%+8.4%
7D+21.9%-0.6%+22.5%+22.2%
30D+4.6%-13.1%+17.6%+12.1%
3M-30.9%-21.7%-9.2%-22.8%
6M+29.9%+19.5%+10.4%+20.5%
YTD+55.4%+34.9%+20.5%+36.8%
1Y+94.1%+42.0%+52.2%+65.4%
3Y+892.2%+148.8%+743.4%+588.0%
5Y-26.7%+156.8%-183.6%-51.6%
10Y+94.0%+1,650.0%-1,556.0%+22.7%
All+94.0%+1,632.4%-1,538.4%+22.7%

Cumulative growth

Daily Returns

Daily percentage return beside MPWR.

Daily Out/Under-Performance

Portfolio return minus MPWR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × MPWR 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 MPWR 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