+599.3%
CMCSA vs MAR
+2,439.3%
-1,840.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.3% |
| 7D | +0.1% | -1.7% | +1.8% | +0.8% |
| 30D | +3.8% | -6.9% | +10.7% | +6.6% |
| 3M | +12.3% | -15.8% | +28.2% | +19.5% |
| 6M | -15.4% | +1.9% | -17.3% | -16.7% |
| YTD | -2.5% | +6.6% | -9.1% | -6.0% |
| 1Y | -13.4% | +23.7% | -37.0% | -21.3% |
| 3Y | -30.4% | +64.6% | -94.9% | -44.2% |
| 5Y | -45.0% | +156.4% | -201.4% | -64.0% |
| 10Y | +10.2% | +415.4% | -405.2% | -50.9% |
| All | +599.3% | +2,439.3% | -1,840.0% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling