+1.8%
CMCSA vs MKSI
+40.1%
-38.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.0% | +10.0% | +4.4% |
| 7D | +15.2% | -10.7% | +25.9% | +13.9% |
| 30D | +17.0% | -30.5% | +47.5% | +13.5% |
| 3M | +1.2% | -39.2% | +40.4% | -2.7% |
| 6M | -5.5% | -33.0% | +27.5% | -7.9% |
| YTD | -6.5% | +22.3% | -28.9% | -3.3% |
| 1Y | +1.8% | +42.7% | -40.9% | +7.4% |
| All | +1.8% | +40.1% | -38.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling