+2,295.8%
CMCSA vs M
+442.1%
+1,853.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -1.2% |
| 7D | +2.7% | +2.5% | +0.1% | +2.0% |
| 30D | +18.6% | +10.1% | +8.6% | +16.1% |
| 3M | -1.8% | -0.9% | -0.9% | -2.0% |
| 6M | -0.7% | +30.2% | -30.8% | -7.0% |
| YTD | -7.8% | +16.3% | -24.1% | -12.3% |
| 1Y | +0.7% | +27.0% | -26.2% | -6.2% |
| 3Y | -28.0% | +154.5% | -182.4% | -45.8% |
| 5Y | -42.1% | -1.1% | -41.0% | -49.5% |
| 10Y | +8.2% | +0.5% | +7.7% | -23.2% |
| All | +2,295.8% | +442.1% | +1,853.8% | +753.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling