-30.7%
CMCSA vs MTB
+113.0%
-143.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +0.1% | +2.8% | -2.7% | -0.9% |
| 30D | +3.8% | -4.2% | +8.0% | +5.4% |
| 3M | +12.3% | +7.8% | +4.5% | +9.4% |
| 6M | -15.4% | +14.8% | -30.2% | -19.4% |
| YTD | -2.5% | +20.8% | -23.3% | -9.1% |
| 1Y | -13.4% | +23.1% | -36.5% | -19.9% |
| All | -30.7% | +113.0% | -143.7% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling