+301.0%
CMCSA vs MKTX
+1,445.1%
-1,144.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -8.3% | +0.3% | -8.5% | -8.3% |
| 30D | -2.4% | +1.0% | -3.4% | -2.6% |
| 3M | +4.5% | +40.8% | -36.3% | -3.9% |
| 6M | -18.8% | -10.9% | -7.9% | -17.8% |
| YTD | -8.9% | -8.6% | -0.3% | -8.5% |
| 1Y | -18.3% | -11.6% | -6.7% | -17.5% |
| 3Y | -35.0% | -24.5% | -10.4% | -33.8% |
| 5Y | -48.2% | -60.7% | +12.6% | -40.5% |
| 10Y | +4.6% | +5.1% | -0.6% | -8.7% |
| All | +301.0% | +1,445.1% | -1,144.1% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling