+6.1%
CMCSA vs MTB
+173.8%
-167.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -1.1% | -4.8% | +3.7% | +0.5% |
| 3M | +6.6% | +6.0% | +0.6% | +4.6% |
| 6M | -15.5% | +19.6% | -35.1% | -20.3% |
| YTD | -6.7% | +21.5% | -28.2% | -12.6% |
| 1Y | -15.6% | +24.7% | -40.3% | -21.7% |
| 3Y | -33.7% | +108.6% | -142.3% | -48.6% |
| 5Y | -46.6% | +106.7% | -153.4% | -59.9% |
| All | +6.1% | +173.8% | -167.7% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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