+6.1%
CMCSA vs MKTX
+5.0%
+1.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | -1.1% | +0.7% | -1.8% | -1.2% |
| 3M | +6.6% | +40.8% | -34.2% | +0.5% |
| 6M | -15.5% | -8.0% | -7.5% | -14.7% |
| YTD | -6.7% | -8.7% | +2.1% | -5.8% |
| 1Y | -15.6% | -11.8% | -3.8% | -14.4% |
| 3Y | -33.7% | -24.0% | -9.7% | -32.5% |
| 5Y | -46.6% | -60.3% | +13.7% | -40.1% |
| All | +6.1% | +5.0% | +1.0% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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