+5.4%
CMCSA vs MPC
+1,145.2%
-1,139.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.4% |
| 7D | +0.7% | +2.6% | -1.9% | +0.1% |
| 30D | +21.0% | -12.2% | +33.2% | +23.7% |
| 3M | -0.9% | +20.1% | -21.0% | -5.3% |
| 6M | +2.9% | +60.6% | -57.7% | -7.8% |
| YTD | -5.9% | +150.6% | -156.5% | -24.1% |
| 1Y | +2.5% | +104.7% | -102.2% | -13.7% |
| 3Y | -28.3% | +194.5% | -222.8% | -45.5% |
| 5Y | -40.8% | +582.3% | -623.1% | -63.7% |
| 10Y | +5.4% | +1,135.3% | -1,129.9% | -43.4% |
| All | +5.4% | +1,145.2% | -1,139.8% | -43.4% |
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