-27.1%
CMCSA vs MKC
-21.4%
-5.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.1% |
| 7D | +3.2% | -3.0% | +6.1% | +4.0% |
| 30D | +19.5% | +4.8% | +14.7% | +18.1% |
| 3M | -2.4% | -12.8% | +10.4% | +1.1% |
| 6M | +3.8% | +5.0% | -1.2% | +3.0% |
| YTD | -5.4% | -29.1% | +23.7% | +2.1% |
| 1Y | +1.1% | -26.4% | +27.5% | +8.0% |
| 3Y | -27.1% | -21.6% | -5.5% | -24.4% |
| All | -27.1% | -21.4% | -5.7% | -24.4% |
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