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  • DLTR vs MKC✓SelectedUSD · MKCDLTR vs MKC performance historyLatest closeAs of-5.62%09/08
Stock and ETF performance explorer

DLTR vs MKC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10,513.3%
MKC return
+1,737.8%
Excess return
+8,775.5%
Maximum drawdown
-67.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMKCExcessAlpha
1D-5.6%-0.3%-5.3%-5.5%
7D-5.8%-4.3%-1.5%-4.4%
30D-5.2%-2.0%-3.2%-4.6%
3M+15.2%+10.0%+5.2%+11.3%
6M+7.1%-18.5%+25.6%+14.4%
YTD+0.8%-22.4%+23.3%+9.2%
1Y+24.8%-23.6%+48.4%+35.6%
3Y+6.9%-30.4%+37.4%+18.0%
5Y+33.2%-34.2%+67.4%+48.7%
10Y+51.6%+26.8%+24.7%+30.6%
All+10,513.3%+1,737.8%+8,775.5%+3,817.5%

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