+215.7%
CMCSA vs MET
+1,385.2%
-1,169.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +0.7% | 0.0% | +0.6% | +0.6% |
| 30D | +21.0% | +3.4% | +17.6% | +19.5% |
| 3M | -0.9% | +7.0% | -7.9% | -3.4% |
| 6M | +2.9% | +34.6% | -31.7% | -7.6% |
| YTD | -5.9% | +34.0% | -39.9% | -15.8% |
| 1Y | +2.5% | +35.9% | -33.5% | -8.8% |
| 3Y | -28.3% | +85.5% | -113.7% | -43.4% |
| 5Y | -40.8% | +87.8% | -128.5% | -54.1% |
| 10Y | +5.4% | +199.7% | -194.3% | -34.5% |
| All | +215.7% | +1,385.2% | -1,169.5% | -16.1% |
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