Macbeth and Dr. Jekyll both represent the duality of man. In each case we have a man who is influenced, supernaturally or scientifically, to become evil.
Dr. Jekyll comments that Mr. Hyde was the only being that was purely evil. Within himself, he was able to isolate the evil side from the good, so that he could let himself go.
I learned to recognize the thorough and primitive duality of man; I saw that, of the two natures that contended in the field of my consciousness, even if I could rightly be said to be either, it was only because I was radically both… (Jekyll and Hyde Ch 10)
This is also true of Macbeth. Macbeth is a good man, and a hero, in the beginning. He is eaten up with ambition. He does not go back and forth between good and evil, as Dr. Jekyll is able to do. He travels along the path to evil. He is unable to realize how far he has come until it is too late. Macbeth compares life it a “brief candle” and loses faith in humanity.
Life's but a walking shadow, a poor player
That struts and frets his hour upon the stage
And then is heard no more. It is a tale
Told by an idiot, full of sound and fury,
Signifying nothing. (Macbeth Act 5, Scene 5)
In the end, both men are basically saying the same thing. People are complicated. We all have bad and good in us, and there is no point to life.
Neither man is happy with what he has become, but both have to accept it in the end. They fuly realize the consequences of their actions, only at the end.
Jekyll and Hyde: http://www.enotes.com/dr-jekyll-mr-hyde-text