-29.2%
CMCSA vs MPC
+181.4%
-210.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.1% | +5.4% | -7.5% | -2.9% |
| 30D | +7.0% | +31.0% | -23.9% | +2.9% |
| 3M | +15.1% | +46.0% | -30.9% | +8.5% |
| 6M | -15.4% | +77.3% | -92.7% | -23.2% |
| YTD | -1.9% | +141.9% | -143.8% | -16.5% |
| 1Y | -12.7% | +120.9% | -133.6% | -24.9% |
| All | -29.2% | +181.4% | -210.6% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling