-10.5%
CMCSA vs MRNA
+554.4%
-564.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | 0.0% |
| 7D | -4.9% | -1.1% | -3.8% | -4.8% |
| 30D | -1.1% | +126.1% | -127.2% | -5.2% |
| 3M | +6.6% | +190.0% | -183.5% | +0.8% |
| 6M | -15.5% | +157.2% | -172.7% | -19.8% |
| YTD | -6.7% | +388.2% | -394.9% | -14.2% |
| 1Y | -15.6% | +467.0% | -482.6% | -23.2% |
| 3Y | -33.7% | +36.1% | -69.8% | -36.8% |
| 5Y | -46.6% | -68.0% | +21.3% | -48.2% |
| All | -10.5% | +554.4% | -564.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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