+1,101.0%
CMCSA vs MLM
+2,981.8%
-1,880.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | +5.0% | -4.1% | +9.2% | +6.4% |
| 30D | +16.5% | +8.2% | +8.3% | +13.7% |
| 3M | -1.6% | -3.6% | +2.0% | -0.5% |
| 6M | -5.0% | -15.6% | +10.5% | -0.5% |
| YTD | -8.3% | -16.4% | +8.2% | -4.1% |
| 1Y | +0.4% | -14.3% | +14.7% | +4.1% |
| 3Y | -31.0% | +19.3% | -50.3% | -36.4% |
| 5Y | -42.5% | +29.6% | -72.1% | -49.3% |
| 10Y | +12.6% | +189.9% | -177.3% | -28.3% |
| All | +1,101.0% | +2,981.8% | -1,880.8% | +233.2% |
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