+282.9%
CMCSA vs MKSI
+2,229.0%
-1,946.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.0% | -7.6% | -6.8% |
| 7D | -8.3% | +6.6% | -14.9% | -9.5% |
| 30D | -2.4% | -8.2% | +5.8% | -1.1% |
| 3M | +4.5% | -16.4% | +20.9% | +5.8% |
| 6M | -18.8% | +23.0% | -41.7% | -24.7% |
| YTD | -8.9% | +68.2% | -77.1% | -21.6% |
| 1Y | -18.3% | +148.6% | -166.9% | -36.0% |
| 3Y | -35.0% | +196.0% | -230.9% | -54.0% |
| 5Y | -48.2% | +87.4% | -135.5% | -60.9% |
| 10Y | +4.6% | +523.8% | -519.3% | -44.2% |
| All | +282.9% | +2,229.0% | -1,946.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling