-33.8%
CMCSA vs MET
+66.1%
-99.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.9% |
| 7D | -5.6% | -2.5% | -3.1% | -4.7% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | +6.4% | +13.1% | -6.6% | +1.6% |
| 6M | -16.9% | +39.0% | -55.9% | -27.0% |
| YTD | -6.8% | +25.2% | -32.0% | -14.9% |
| 1Y | -15.9% | +25.6% | -41.5% | -23.5% |
| All | -33.8% | +66.1% | -99.9% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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