-28.0%
CMCSA vs MLM
+18.8%
-46.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.1% |
| 7D | +2.7% | -3.8% | +6.5% | +3.6% |
| 30D | +18.6% | +11.0% | +7.6% | +15.8% |
| 3M | -1.8% | -3.1% | +1.2% | -1.4% |
| 6M | -0.7% | -9.8% | +9.1% | +0.8% |
| YTD | -7.8% | -14.4% | +6.5% | -5.8% |
| 1Y | +0.7% | -12.6% | +13.3% | +2.3% |
| 3Y | -28.0% | +19.7% | -47.7% | -32.4% |
| All | -28.0% | +18.8% | -46.8% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling