+6.1%
CMCSA vs MCO
+393.6%
-387.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -4.9% | -3.8% | -1.1% | -3.4% |
| 30D | -1.1% | -0.4% | -0.7% | -0.9% |
| 3M | +6.6% | +7.7% | -1.2% | +3.3% |
| 6M | -15.5% | +7.0% | -22.5% | -18.2% |
| YTD | -6.7% | -6.4% | -0.3% | -5.4% |
| 1Y | -15.6% | -7.6% | -8.0% | -14.2% |
| 3Y | -33.7% | +43.2% | -76.9% | -45.0% |
| 5Y | -46.6% | +29.6% | -76.2% | -55.0% |
| All | +6.1% | +393.6% | -387.5% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling