(defmacro my-macro (name)
  `(,name :initarg ,name
          :accessor ,(intern
                      (format nil "MY-CLASS-~A" (symbol-name name)))))

 ;; => (MY-SLOT :INITARG MY-SLOT :ACCESSOR MY-CLASS-MY-SLOT), T
(macroexpand '(my-macro my-slot))

;; => (SLOT MY-SLOT), NIL
(macrolet ((slot (name)
             `(,name :initarg ,name
                     :accessor ,(intern
                                 (format nil "MY-CLASS-~A" (symbol-name name)))
                     )))
  (macroexpand '(slot my-slot)))