-47.2%
CMCSA vs MET
+83.9%
-131.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -4.9% | -0.5% | -4.4% | -4.7% |
| 30D | -1.1% | +0.5% | -1.6% | -1.3% |
| 3M | +6.6% | +11.6% | -5.0% | +2.1% |
| 6M | -15.5% | +40.8% | -56.3% | -26.2% |
| YTD | -6.7% | +25.7% | -32.3% | -15.1% |
| 1Y | -15.6% | +24.4% | -40.0% | -23.0% |
| 3Y | -33.7% | +67.5% | -101.1% | -46.9% |
| All | -47.2% | +83.9% | -131.1% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling