-47.2%
CMCSA vs MKTX
-60.5%
+13.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +6.6% | +40.8% | -34.2% | +2.0% |
| 6M | -15.5% | -8.0% | -7.5% | -14.4% |
| YTD | -6.7% | -8.7% | +2.1% | -5.5% |
| 1Y | -15.6% | -11.8% | -3.8% | -14.2% |
| 3Y | -33.7% | -24.0% | -9.7% | -32.6% |
| All | -47.2% | -60.5% | +13.2% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling