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  • ADI vs MKC✓SelectedUSD · MKCADI vs MKC performance historyLatest closeAs of+0.26%09/08
Stock and ETF performance explorer

ADI vs MKC

vs
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Portfolio return
+37,168.6%
MKC return
+3,364.7%
Excess return
+33,803.9%
Maximum drawdown
-82.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioMKCExcessAlpha
1D+0.3%-0.3%+0.6%+0.4%
7D+2.4%-4.3%+6.8%+3.8%
30D-6.6%-2.0%-4.6%-6.2%
3M-9.8%+10.0%-19.8%-13.2%
6M+15.7%-18.5%+34.2%+21.4%
YTD+35.1%-22.4%+57.5%+43.4%
1Y+47.7%-23.6%+71.3%+57.0%
3Y+114.5%-30.4%+144.9%+131.7%
5Y+141.2%-34.2%+175.4%+160.9%
10Y+611.3%+26.8%+584.5%+506.8%
All+37,168.6%+3,364.7%+33,803.9%+12,581.7%

Cumulative growth

Daily Returns

Daily percentage return beside MKC.

Daily Out/Under-Performance

Portfolio return minus MKC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × MKC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MKC 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling