-48.2%
CMCSA vs MAR
+158.8%
-207.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.9% |
| 7D | -8.3% | -0.5% | -7.8% | -8.2% |
| 30D | -2.4% | -4.7% | +2.2% | -1.0% |
| 3M | +4.5% | -15.6% | +20.1% | +10.0% |
| 6M | -18.8% | +1.2% | -20.0% | -19.7% |
| YTD | -8.9% | +7.5% | -16.4% | -12.2% |
| 1Y | -18.3% | +26.6% | -44.9% | -25.8% |
| 3Y | -35.0% | +66.0% | -100.9% | -47.1% |
| 5Y | -48.2% | +154.1% | -202.2% | -64.0% |
| All | -48.2% | +158.8% | -207.0% | -64.0% |
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