-40.2%
CMCSA vs MTB
+61.4%
-101.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.3% |
| 7D | +3.2% | +1.5% | +1.6% | +2.6% |
| 30D | +19.5% | +2.3% | +17.2% | +18.6% |
| 3M | -2.4% | -12.1% | +9.7% | +1.6% |
| 6M | +3.8% | +9.8% | -6.0% | +1.0% |
| YTD | -5.4% | +12.0% | -17.4% | -8.7% |
| 1Y | +1.1% | +22.0% | -20.9% | -5.0% |
| 3Y | -27.1% | +107.6% | -134.7% | -41.1% |
| All | -40.2% | +61.4% | -101.5% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling