+1,357.3%
CMCSA vs MCO
+7,398.7%
-6,041.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.1% |
| 7D | -8.3% | -3.1% | -5.1% | -7.3% |
| 30D | -2.4% | -0.5% | -1.9% | -2.2% |
| 3M | +4.5% | +5.7% | -1.2% | +2.4% |
| 6M | -18.8% | +3.0% | -21.8% | -20.0% |
| YTD | -8.9% | -6.5% | -2.5% | -7.9% |
| 1Y | -18.3% | -5.8% | -12.5% | -17.7% |
| 3Y | -35.0% | +43.1% | -78.1% | -44.3% |
| 5Y | -48.2% | +29.5% | -77.6% | -54.9% |
| 10Y | +4.6% | +388.8% | -384.3% | -44.3% |
| All | +1,357.3% | +7,398.7% | -6,041.4% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling