+2,284.1%
CMCSA vs M
+401.4%
+1,882.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.3% | -1.3% |
| 7D | +5.0% | -4.3% | +9.3% | +6.0% |
| 30D | +16.5% | +1.3% | +15.2% | +16.1% |
| 3M | -1.6% | -7.4% | +5.8% | -0.3% |
| 6M | -5.0% | +18.3% | -23.4% | -9.3% |
| YTD | -8.3% | +7.6% | -15.8% | -11.2% |
| 1Y | +0.4% | +17.4% | -17.0% | -4.9% |
| 3Y | -31.0% | +108.4% | -139.3% | -45.7% |
| 5Y | -42.5% | -10.6% | -31.9% | -48.7% |
| 10Y | +12.6% | -3.2% | +15.7% | -19.6% |
| All | +2,284.1% | +401.4% | +1,882.7% | +763.8% |
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 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