-33.7%
CMCSA vs MKSI
+190.8%
-224.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | -4.9% | +2.7% | -7.6% | -5.0% |
| 30D | -1.1% | -12.8% | +11.7% | -0.7% |
| 3M | +6.6% | -22.5% | +29.1% | +7.3% |
| 6M | -15.5% | +19.4% | -34.9% | -17.7% |
| YTD | -6.7% | +67.7% | -74.4% | -11.9% |
| 1Y | -15.6% | +131.4% | -147.0% | -23.0% |
| 3Y | -33.7% | +197.3% | -231.0% | -47.8% |
| All | -33.7% | +190.8% | -224.5% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling