+1,128.6%
CMCSA vs MLM
+3,039.4%
-1,910.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +2.0% |
| 7D | +12.0% | -1.2% | +13.3% | +12.4% |
| 30D | +17.5% | +7.9% | +9.6% | +14.7% |
| 3M | +2.4% | -4.5% | +6.8% | +3.8% |
| 6M | -2.9% | -12.6% | +9.7% | +0.6% |
| YTD | -6.2% | -14.9% | +8.7% | -2.4% |
| 1Y | +0.4% | -13.1% | +13.5% | +3.6% |
| 3Y | -30.6% | +21.2% | -51.8% | -36.4% |
| 5Y | -41.2% | +32.0% | -73.2% | -48.5% |
| 10Y | +15.2% | +195.3% | -180.2% | -27.1% |
| All | +1,128.6% | +3,039.4% | -1,910.8% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling