-40.2%
CMCSA vs MARA
-90.4%
+50.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.6% |
| 7D | +3.2% | +10.1% | -6.9% | +2.7% |
| 30D | +19.5% | -15.1% | +34.6% | +20.1% |
| 3M | -2.4% | -24.1% | +21.7% | -1.8% |
| 6M | +3.8% | -45.2% | +49.0% | +5.7% |
| YTD | -5.4% | -22.2% | +16.8% | -6.4% |
| 1Y | +1.1% | -45.3% | +46.4% | +2.0% |
| 3Y | -27.1% | -23.9% | -3.3% | -32.3% |
| All | -40.2% | -90.4% | +50.2% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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