-8.1%
CMCSA vs MDLN
-7.5%
-0.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.2% | +2.9% |
| 7D | -5.6% | -11.5% | +5.9% | -4.3% |
| 30D | -1.9% | -7.6% | +5.7% | -1.1% |
| 3M | +6.4% | -11.4% | +17.8% | +8.0% |
| 6M | -16.9% | -24.5% | +7.5% | -14.4% |
| YTD | -6.8% | -22.9% | +16.1% | -3.4% |
| All | -8.1% | -7.5% | -0.7% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling