-44.8%
CMCSA vs MLM
+41.9%
-86.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -2.1% | -2.9% | +0.8% | -1.3% |
| 30D | +7.0% | -6.8% | +13.9% | +9.1% |
| 3M | +15.1% | -11.2% | +26.3% | +18.4% |
| 6M | -15.4% | -21.8% | +6.5% | -9.7% |
| YTD | -1.9% | -17.0% | +15.1% | +2.3% |
| 1Y | -12.7% | -16.4% | +3.7% | -9.4% |
| 3Y | -31.0% | +14.5% | -45.5% | -36.6% |
| All | -44.8% | +41.9% | -86.8% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling