+2.5%
CMCSA vs MP
-42.0%
+44.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | +0.7% | +2.3% | -1.6% | +0.8% |
| 30D | +21.0% | -15.3% | +36.3% | +20.3% |
| 3M | -0.9% | -33.5% | +32.6% | -2.5% |
| 6M | +2.9% | -45.5% | +48.4% | +1.3% |
| YTD | -5.9% | -27.3% | +21.4% | -4.5% |
| 1Y | +2.5% | -40.7% | +43.2% | +2.1% |
| All | +2.5% | -42.0% | +44.5% | +2.1% |
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