-16.7%
CMCSA vs MP
+281.3%
-298.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | +0.3% |
| 7D | +2.7% | -1.6% | +4.2% | +2.7% |
| 30D | +18.6% | -18.2% | +36.8% | +19.4% |
| 3M | -1.8% | -26.1% | +24.3% | -1.0% |
| 6M | -0.7% | -44.0% | +43.3% | +1.1% |
| YTD | -7.8% | -25.3% | +17.5% | -7.7% |
| 1Y | +0.7% | -35.6% | +36.3% | +1.3% |
| 3Y | -28.0% | +147.1% | -175.0% | -35.7% |
| 5Y | -42.1% | -11.3% | -30.8% | -45.6% |
| All | -16.7% | +281.3% | -298.0% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling