+2,120.4%
CMCSA vs MRSH
+3,270.6%
-1,150.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | -5.6% | -5.9% | +0.4% | -2.6% |
| 30D | -1.9% | -7.3% | +5.4% | +2.0% |
| 3M | +6.4% | +6.7% | -0.2% | +3.0% |
| 6M | -16.9% | +3.0% | -19.9% | -18.4% |
| YTD | -6.8% | -2.9% | -3.9% | -6.2% |
| 1Y | -15.9% | -9.0% | -6.9% | -12.9% |
| 3Y | -33.4% | -4.3% | -29.1% | -33.4% |
| 5Y | -46.7% | +19.4% | -66.1% | -52.8% |
| 10Y | +7.0% | +218.1% | -211.0% | -42.9% |
| All | +2,120.4% | +3,270.6% | -1,150.2% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling