-42.1%
CMCSA vs MPC
+527.1%
-569.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | +5.0% | -16.2% | +21.2% | +7.5% |
| 30D | +16.5% | -15.7% | +32.2% | +19.0% |
| 3M | -1.6% | +24.9% | -26.5% | -5.7% |
| 6M | -5.0% | +52.7% | -57.7% | -12.3% |
| YTD | -8.3% | +131.9% | -140.1% | -22.1% |
| 1Y | +0.4% | +96.6% | -96.2% | -12.2% |
| 3Y | -31.0% | +163.8% | -194.8% | -44.5% |
| All | -42.1% | +527.1% | -569.2% | -61.2% |
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 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