-15.9%
CMCSA vs MP
+268.3%
-284.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.1% |
| 7D | +4.6% | -3.6% | +8.2% | +4.7% |
| 30D | +19.8% | -21.0% | +40.8% | +20.7% |
| 3M | -0.3% | -33.3% | +33.0% | +1.0% |
| 6M | +0.3% | -45.9% | +46.2% | +2.2% |
| YTD | -6.9% | -27.8% | +20.9% | -6.7% |
| 1Y | +2.6% | -43.2% | +45.8% | +3.8% |
| 3Y | -29.0% | +144.0% | -173.1% | -36.7% |
| 5Y | -42.0% | -6.1% | -35.9% | -45.6% |
| All | -15.9% | +268.3% | -284.1% | -30.3% |
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