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  • WAB vs MKC✓SelectedUSD · MKCWAB vs MKC performance historyLatest closeAs of+0.56%09/08
Stock and ETF performance explorer

WAB vs MKC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,115.8%
MKC return
+1,848.6%
Excess return
+2,267.2%
Maximum drawdown
-71.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMKCExcessAlpha
1D+0.6%-0.3%+0.9%+0.7%
7D+1.7%-4.3%+6.0%+3.1%
30D-2.4%-2.0%-0.4%-1.9%
3M+9.7%+10.0%-0.3%+5.6%
6M+16.5%-18.5%+35.0%+23.0%
YTD+33.7%-22.4%+56.1%+43.0%
1Y+49.7%-23.6%+73.3%+60.3%
3Y+170.9%-30.4%+201.4%+194.9%
5Y+228.0%-34.2%+262.2%+257.4%
10Y+284.8%+26.8%+258.0%+211.3%
All+4,115.8%+1,848.6%+2,267.2%+1,542.5%

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