Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AGI vs MKC✓SelectedUSD · MKCAGI vs MKC performance historyLatest closeAs of+1.32%09/09
Stock and ETF performance explorer

AGI vs MKC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,453.2%
MKC return
+576.9%
Excess return
+4,876.3%
Maximum drawdown
-88.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMKCExcessAlpha
1D+1.3%-0.8%+2.1%+1.5%
7D+2.2%-4.3%+6.5%+3.0%
30D+11.3%-3.1%+14.4%+11.8%
3M+5.6%+6.8%-1.2%+4.0%
6M-27.7%-18.3%-9.3%-25.1%
YTD-4.1%-23.1%+19.0%+0.2%
1Y+13.8%-23.7%+37.5%+18.8%
3Y+217.0%-31.0%+248.0%+234.7%
5Y+404.3%-33.5%+437.9%+432.2%
10Y+400.5%+30.3%+370.2%+361.9%
All+5,453.2%+576.9%+4,876.3%+4,220.1%

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