+6.1%
CMCSA vs MAR
+450.9%
-444.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -4.9% | -0.5% | -4.3% | -4.7% |
| 30D | -1.1% | -5.4% | +4.4% | +0.6% |
| 3M | +6.6% | -15.5% | +22.1% | +11.8% |
| 6M | -15.5% | +3.0% | -18.4% | -16.8% |
| YTD | -6.7% | +8.5% | -15.2% | -9.9% |
| 1Y | -15.6% | +26.0% | -41.5% | -22.4% |
| 3Y | -33.7% | +68.6% | -102.3% | -44.9% |
| 5Y | -46.6% | +157.4% | -204.0% | -61.7% |
| All | +6.1% | +450.9% | -444.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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