Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FTNT vs MKC✓SelectedUSD · MKCFTNT vs MKC performance historyLatest closeAs of+0.76%09/08
Stock and ETF performance explorer

FTNT vs MKC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,374.7%
MKC return
+306.5%
Excess return
+9,068.2%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMKCExcessAlpha
1D+0.8%-0.3%+1.1%+0.9%
7D-2.7%-4.3%+1.6%-1.3%
30D-1.4%-2.0%+0.6%-0.9%
3M+10.1%+10.0%+0.1%+6.0%
6M+88.2%-18.5%+106.7%+99.8%
YTD+98.3%-22.4%+120.7%+112.9%
1Y+96.0%-23.6%+119.6%+110.7%
3Y+145.8%-30.4%+176.2%+167.6%
5Y+154.6%-34.2%+188.8%+177.2%
10Y+2,063.6%+26.8%+2,036.8%+1,466.4%
All+9,374.7%+306.5%+9,068.2%+2,440.5%

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