+1.1%
CMCSA vs MP
-35.6%
+36.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.6% |
| 7D | +3.2% | +9.5% | -6.3% | +3.6% |
| 30D | +19.5% | -3.0% | +22.5% | +19.5% |
| 3M | -2.4% | -30.4% | +28.0% | -3.6% |
| 6M | +3.8% | -39.2% | +43.0% | +2.8% |
| YTD | -5.4% | -23.3% | +17.9% | -3.7% |
| 1Y | +1.1% | -32.6% | +33.8% | +1.7% |
| All | +1.1% | -35.6% | +36.7% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling