-3.3%
CMCSA vs MDLN
+4.5%
-7.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | +3.7% | -5.8% | -2.5% |
| 30D | +7.0% | -0.2% | +7.2% | +6.9% |
| 3M | +15.1% | +6.2% | +8.9% | +15.0% |
| 6M | -15.4% | -14.7% | -0.7% | -13.8% |
| YTD | -1.9% | -12.9% | +11.0% | +0.4% |
| All | -3.3% | +4.5% | -7.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling