+241.9%
CMCSA vs MPC
+2,977.1%
-2,735.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.1% | +5.4% | -7.5% | -3.2% |
| 30D | +7.0% | +31.0% | -23.9% | +1.1% |
| 3M | +15.1% | +46.0% | -30.9% | +6.0% |
| 6M | -15.4% | +77.3% | -92.7% | -25.7% |
| YTD | -1.9% | +141.9% | -143.8% | -19.6% |
| 1Y | -12.7% | +120.9% | -133.6% | -27.3% |
| 3Y | -31.0% | +182.7% | -213.7% | -46.5% |
| 5Y | -46.1% | +646.4% | -692.5% | -67.0% |
| 10Y | +10.8% | +1,138.7% | -1,127.9% | -44.0% |
| All | +241.9% | +2,977.1% | -2,735.2% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling