-12.7%
CMCSA vs MRNA
+516.4%
-529.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.4% | -3.2% | -6.5% |
| 7D | -8.3% | -10.1% | +1.8% | -8.0% |
| 30D | -2.4% | +126.7% | -129.2% | -6.6% |
| 3M | +4.5% | +184.1% | -179.6% | -1.2% |
| 6M | -18.8% | +143.3% | -162.1% | -22.8% |
| YTD | -8.9% | +359.9% | -368.8% | -16.2% |
| 1Y | -18.3% | +454.2% | -472.5% | -25.7% |
| 3Y | -35.0% | +26.0% | -60.9% | -37.8% |
| 5Y | -48.2% | -70.3% | +22.1% | -49.5% |
| All | -12.7% | +516.4% | -529.1% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling