+1.1%
CMCSA vs MLM
-16.0%
+17.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +3.2% | -0.9% | +4.0% | +3.3% |
| 30D | +19.5% | +9.0% | +10.5% | +17.8% |
| 3M | -2.4% | -5.6% | +3.2% | -1.9% |
| 6M | +3.8% | -10.7% | +14.5% | +4.3% |
| YTD | -5.4% | -17.2% | +11.8% | -3.9% |
| 1Y | +1.1% | -14.2% | +15.3% | 0.0% |
| All | +1.1% | -16.0% | +17.1% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling