+11.0%
CMCSA vs MPC
+1,096.9%
-1,085.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | +5.0% | -16.2% | +21.2% | +8.6% |
| 30D | +16.5% | -15.7% | +32.2% | +20.1% |
| 3M | -1.6% | +24.9% | -26.5% | -6.8% |
| 6M | -5.0% | +52.7% | -57.7% | -14.1% |
| YTD | -8.3% | +131.9% | -140.1% | -24.8% |
| 1Y | +0.4% | +96.6% | -96.2% | -14.8% |
| 3Y | -31.0% | +163.8% | -194.8% | -46.3% |
| 5Y | -42.5% | +533.1% | -575.7% | -64.2% |
| All | +11.0% | +1,096.9% | -1,085.9% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling