-33.8%
CMCSA vs MKC
-31.7%
-2.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -5.6% | -2.8% | -2.7% | -4.9% |
| 30D | -1.9% | -3.4% | +1.5% | -1.0% |
| 3M | +6.4% | +3.8% | +2.7% | +5.6% |
| 6M | -16.9% | -17.9% | +1.0% | -13.4% |
| YTD | -6.8% | -23.6% | +16.8% | -1.5% |
| 1Y | -15.9% | -23.1% | +7.2% | -11.4% |
| All | -33.8% | -31.7% | -2.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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