-30.4%
CMCSA vs MAR
+68.8%
-99.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | +3.8% | -6.9% | +10.7% | +6.0% |
| 3M | +12.3% | -15.8% | +28.2% | +18.1% |
| 6M | -15.4% | +1.9% | -17.3% | -16.7% |
| YTD | -2.5% | +6.6% | -9.1% | -5.9% |
| 1Y | -13.4% | +23.7% | -37.0% | -21.1% |
| 3Y | -30.4% | +64.6% | -94.9% | -45.8% |
| All | -30.4% | +68.8% | -99.1% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling