+1.8%
CMCSA vs MRSH
+20.0%
-18.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.3% | +1.7% | +3.3% |
| 7D | +15.2% | +9.4% | +5.8% | +10.4% |
| 30D | +17.0% | +23.4% | -6.4% | +6.3% |
| 3M | +1.2% | +9.9% | -8.7% | -3.4% |
| 6M | -5.5% | +26.0% | -31.5% | -13.8% |
| YTD | -6.5% | +15.2% | -21.8% | -12.9% |
| 1Y | +1.8% | +18.4% | -16.6% | -6.7% |
| All | +1.8% | +20.0% | -18.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling