-42.1%
CMCSA vs MP
-5.6%
-36.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.4% |
| 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% | +0.5% |
| 3Y | -31.0% | +127.0% | -158.0% | -40.4% |
| All | -42.1% | -5.6% | -36.5% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling