-13.4%
CMCSA vs MP
-11.6%
-1.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.5% |
| 7D | +0.1% | +3.0% | -2.9% | +0.2% |
| 30D | +3.8% | +8.3% | -4.5% | +4.2% |
| 3M | +12.3% | -3.8% | +16.2% | +12.7% |
| 6M | -15.4% | -4.9% | -10.5% | -14.8% |
| YTD | -2.5% | +9.6% | -12.1% | -1.2% |
| 1Y | -13.4% | -11.7% | -1.6% | -11.1% |
| All | -13.4% | -11.6% | -1.7% | -11.1% |
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