-17.1%
CMCSA vs MP
+257.7%
-274.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.2% | -2.4% |
| 7D | +5.0% | -10.5% | +15.6% | +5.4% |
| 30D | +16.5% | -23.5% | +40.0% | +17.5% |
| 3M | -1.6% | -25.4% | +23.8% | -0.8% |
| 6M | -5.0% | -51.3% | +46.2% | -2.9% |
| YTD | -8.3% | -29.9% | +21.6% | -8.0% |
| 1Y | +0.4% | -31.8% | +32.2% | +0.6% |
| 3Y | -31.0% | +127.0% | -158.0% | -38.2% |
| 5Y | -42.5% | -3.3% | -39.3% | -46.2% |
| All | -17.1% | +257.7% | -274.8% | -31.2% |
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