+6.1%
CMCSA vs MKSI
+524.1%
-518.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -4.9% | +2.7% | -7.6% | -5.3% |
| 30D | -1.1% | -12.8% | +11.7% | +0.8% |
| 3M | +6.6% | -22.5% | +29.1% | +9.1% |
| 6M | -15.5% | +19.4% | -34.9% | -20.5% |
| YTD | -6.7% | +67.7% | -74.4% | -18.2% |
| 1Y | -15.6% | +131.4% | -147.0% | -31.2% |
| 3Y | -33.7% | +197.3% | -231.0% | -52.0% |
| 5Y | -46.6% | +87.0% | -133.6% | -58.8% |
| All | +6.1% | +524.1% | -518.0% | -41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling