QuantStats is the open-source Python library for portfolio tearsheets - Sharpe, Sortino, maximum drawdown, VaR, rolling statistics and return distributions as an HTML report. TigZig hosts it two ways: QRep Portfolio Profiling for a single security versus a benchmark, and QRep Compare for up to 6 securities with 81 metrics each, both with no key and an open MCP endpoint.
The open-source reference repo is https://github.com/amararun/shared-quantstats. The single-security profiling API is at https://www.tigzig.com/apis/qrep, and the multi-security comparison (with MCP) is at https://www.tigzig.com/apis/qrep. Try the app at qrep.tigzig.com.
Open-source edition: an earlier release you can run as your own service or borrow components from. Treat it as a reference implementation rather than a mirror of what is running here - the hosted service has moved on since.
Building something like this? How I work covers the rates, the availability and what I take on.