+229.1%
CMCSA vs MET
+1,300.1%
-1,071.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | +7.0% | +1.4% | +5.6% | +6.4% |
| 3M | +15.1% | +17.7% | -2.6% | +8.6% |
| 6M | -15.4% | +35.0% | -50.3% | -24.2% |
| YTD | -1.9% | +26.3% | -28.2% | -10.3% |
| 1Y | -12.7% | +22.8% | -35.5% | -19.5% |
| 3Y | -31.0% | +65.9% | -96.9% | -43.4% |
| 5Y | -46.1% | +85.4% | -131.5% | -58.0% |
| 10Y | +10.8% | +253.7% | -242.9% | -34.9% |
| All | +229.1% | +1,300.1% | -1,071.1% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling