Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ADP vs MKC✓SelectedUSD · MKCADP vs MKC performance historyLatest closeAs of-2.08%09/04
Stock and ETF performance explorer

ADP vs MKC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10,816.5%
MKC return
+3,376.8%
Excess return
+7,439.8%
Maximum drawdown
-59.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMKCExcessAlpha
1D-2.1%-1.0%-1.1%-1.8%
7D-3.4%-5.9%+2.4%-1.7%
30D+2.8%-0.9%+3.7%+3.0%
3M+20.9%+12.7%+8.2%+16.8%
6M+29.9%-19.3%+49.2%+37.5%
YTD+9.6%-22.2%+31.8%+16.6%
1Y-5.3%-23.3%+18.1%+1.0%
3Y+16.5%-30.0%+46.5%+25.9%
5Y+49.4%-33.8%+83.2%+62.7%
10Y+282.2%+24.4%+257.8%+244.9%
All+10,816.5%+3,376.8%+7,439.8%+4,802.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling