-40.2%
CMCSA vs MAR
+181.1%
-221.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +3.2% | +1.6% | +1.6% | +2.6% |
| 30D | +19.5% | +13.8% | +5.7% | +14.6% |
| 3M | -2.4% | +20.3% | -22.7% | -8.2% |
| 6M | +3.8% | +21.3% | -17.5% | -3.0% |
| YTD | -5.4% | +37.2% | -42.6% | -15.9% |
| 1Y | +1.1% | +48.4% | -47.3% | -12.7% |
| 3Y | -27.1% | +120.1% | -147.3% | -46.5% |
| All | -40.2% | +181.1% | -221.2% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling