+10.2%
CMCSA vs MPC
+1,138.6%
-1,128.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.1% |
| 7D | +0.1% | +3.9% | -3.7% | -0.7% |
| 30D | +3.8% | +33.8% | -29.9% | -2.4% |
| 3M | +12.3% | +49.9% | -37.5% | +2.9% |
| 6M | -15.4% | +80.9% | -96.3% | -26.1% |
| YTD | -2.5% | +147.4% | -149.9% | -20.6% |
| 1Y | -13.4% | +123.2% | -136.6% | -28.2% |
| 3Y | -30.4% | +171.7% | -202.1% | -45.8% |
| 5Y | -45.0% | +678.6% | -723.6% | -67.1% |
| 10Y | +10.2% | +1,134.0% | -1,123.9% | -42.5% |
| All | +10.2% | +1,138.6% | -1,128.4% | -42.5% |
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