-44.8%
CMCSA vs MPC
+645.9%
-690.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.1% | +5.4% | -7.5% | -3.0% |
| 30D | +7.0% | +31.0% | -23.9% | +2.3% |
| 3M | +15.1% | +46.0% | -30.9% | +7.7% |
| 6M | -15.4% | +77.3% | -92.7% | -23.9% |
| YTD | -1.9% | +141.9% | -143.8% | -17.2% |
| 1Y | -12.7% | +120.9% | -133.6% | -25.4% |
| 3Y | -31.0% | +182.7% | -213.7% | -45.3% |
| All | -44.8% | +645.9% | -690.8% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling