+578.6%
CMCSA vs MAR
+3,168.2%
-2,589.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +3.2% | +1.6% | +1.6% | +2.5% |
| 30D | +19.5% | +13.8% | +5.7% | +13.8% |
| 3M | -2.4% | +20.3% | -22.7% | -9.2% |
| 6M | +3.8% | +21.3% | -17.5% | -4.1% |
| YTD | -5.4% | +37.2% | -42.6% | -17.3% |
| 1Y | +1.1% | +48.4% | -47.3% | -14.3% |
| 3Y | -27.1% | +120.1% | -147.3% | -47.8% |
| 5Y | -40.3% | +182.1% | -222.4% | -62.2% |
| 10Y | +6.0% | +530.2% | -524.2% | -56.2% |
| All | +578.6% | +3,168.2% | -2,589.6% | +10.9% |
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