-2.9%
CMCSA vs MP
-49.8%
+46.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +0.1% |
| 7D | +12.0% | -19.0% | +31.0% | +11.1% |
| 30D | +17.5% | -30.5% | +48.0% | +16.1% |
| 3M | +2.4% | -29.6% | +32.0% | +1.4% |
| 6M | -2.9% | -50.4% | +47.5% | -3.1% |
| All | -2.9% | -49.8% | +46.8% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling