Adaptation in protein-coding sequences can be detected from multiple sequence alignments across species or alternatively by leveraging polymorphism data within a population. Across species, quantification of the adaptive rate relies on phylogenetic codon models, classically formulated in terms of the ratio of nonsynonymous over synonymous substitution rates. Evidence of an accelerated nonsynonymous substitution rate is considered a signature of pervasive adaptation. However, because of the background of purifying selection, these models are potentially limited in their sensitivity. Recent developments have led to more sophisticated mutation-selection codon models aimed at making a more detailed quantitative assessment of the interplay between mutation, purifying, and positive selection. In this study, we conducted a large-scale exome-wide analysis of placental mammals with mutation-selection models, assessing their performance at detecting proteins and sites under adaptation. Importantly, mutation-selection codon models are based on a population-genetic formalism and thus are directly comparable to the McDonald and Kreitman test at the population level to quantify adaptation. Taking advantage of this relationship between phylogenetic and population genetics analyses, we integrated divergence and polymorphism data across the entire exome for 29 populations across 7 genera and showed that proteins and sites detected to be under adaptation at the phylogenetic scale are also under adaptation at the population-genetic scale. Altogether, our exome-wide analysis shows that phylogenetic mutation-selection codon models and the population-genetic test of adaptation can be reconciled and are congruent, paving the way for integrative models and analyses across individuals and populations.