-48.2%
CMCSA vs MTB
+103.4%
-151.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -8.3% | +1.1% | -9.4% | -8.6% |
| 30D | -2.4% | -4.6% | +2.2% | -1.0% |
| 3M | +4.5% | +6.3% | -1.7% | +2.6% |
| 6M | -18.8% | +15.6% | -34.4% | -22.3% |
| YTD | -8.9% | +20.6% | -29.5% | -14.2% |
| 1Y | -18.3% | +22.5% | -40.8% | -23.5% |
| 3Y | -35.0% | +114.4% | -149.4% | -48.5% |
| 5Y | -48.2% | +101.9% | -150.0% | -61.1% |
| All | -48.2% | +103.4% | -151.6% | -61.1% |
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