Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FICO vs MKC✓SelectedUSD · MKCFICO vs MKC performance historyLatest closeAs of+0.11%09/08
Stock and ETF performance explorer

FICO vs MKC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+602.8%
MKC return
+26.1%
Excess return
+576.7%
Maximum drawdown
-61.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioMKCExcessAlpha
1D+0.1%-0.3%+0.5%+0.2%
7D-15.4%-4.3%-11.1%-13.9%
30D-10.4%-2.0%-8.4%-9.6%
3M-22.7%+10.0%-32.7%-25.4%
6M-36.8%-18.5%-18.2%-31.7%
YTD-44.8%-22.4%-22.4%-39.7%
1Y-39.3%-23.6%-15.7%-33.4%
3Y+3.7%-30.4%+34.2%+16.1%
5Y+101.7%-34.2%+135.9%+126.0%
10Y+602.8%+26.8%+575.9%+513.9%
All+602.8%+26.1%+576.7%+513.9%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling