+4.6%
CMCSA vs M
-7.1%
+11.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.2% | -2.4% | -6.1% |
| 7D | -8.3% | -4.1% | -4.2% | -7.8% |
| 30D | -2.4% | -13.6% | +11.2% | -0.7% |
| 3M | +4.5% | -2.3% | +6.8% | +4.6% |
| 6M | -18.8% | +21.9% | -40.7% | -21.0% |
| YTD | -8.9% | -0.6% | -8.3% | -9.5% |
| 1Y | -18.3% | +29.7% | -48.0% | -21.6% |
| 3Y | -35.0% | +107.3% | -142.2% | -43.0% |
| 5Y | -48.2% | +20.5% | -68.6% | -53.0% |
| 10Y | +4.6% | -6.1% | +10.6% | -15.8% |
| All | +4.6% | -7.1% | +11.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling