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  • WULF vs MPWR✓SelectedUSD · MPWRWULF vs MPWR performance historyLatest closeAs of+1.73%09/04
Stock and ETF performance explorer

WULF vs MPWR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+257.9%
MPWR return
+15,734.2%
Excess return
-15,476.3%
Maximum drawdown
-98.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMPWRExcessAlpha
1D+1.7%+0.8%+0.9%+1.5%
7D+7.6%-2.6%+10.1%+8.3%
30D-8.6%-9.0%+0.4%-6.1%
3M-37.0%-25.8%-11.1%-31.7%
6M+7.4%+11.8%-4.3%+5.4%
YTD+43.7%+35.5%+8.2%+34.5%
1Y+86.1%+45.3%+40.8%+70.7%
3Y+733.8%+138.5%+595.4%+600.4%
5Y-33.6%+152.8%-186.4%-45.3%
10Y+76.1%+1,616.6%-1,540.5%+21.1%
All+257.9%+15,734.2%-15,476.3%+70.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling