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  • DRI vs MKC✓SelectedUSD · MKCDRI vs MKC performance historyLatest closeAs of-0.53%09/04
Stock and ETF performance explorer

DRI vs MKC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,085.5%
MKC return
+1,765.5%
Excess return
+5,320.0%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMKCExcessAlpha
1D-0.5%-1.0%+0.4%-0.2%
7D+0.6%-5.9%+6.5%+2.4%
30D+3.8%-0.9%+4.7%+4.1%
3M+13.0%+12.7%+0.3%+8.5%
6M+8.3%-19.3%+27.6%+14.8%
YTD+20.6%-22.2%+42.8%+28.8%
1Y+6.5%-23.3%+29.8%+14.0%
3Y+53.7%-30.0%+83.7%+66.9%
5Y+72.7%-33.8%+106.4%+87.6%
10Y+363.2%+24.4%+338.7%+291.3%
All+7,085.5%+1,765.5%+5,320.0%+3,166.0%

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