+2,154.1%
CMCSA vs MTB
+7,638.9%
-5,484.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.2% |
| 7D | +3.2% | +1.5% | +1.6% | +2.5% |
| 30D | +19.5% | +2.3% | +17.2% | +18.5% |
| 3M | -2.4% | -12.1% | +9.7% | +2.6% |
| 6M | +3.8% | +9.8% | -6.0% | +0.1% |
| YTD | -5.4% | +12.0% | -17.4% | -9.7% |
| 1Y | +1.1% | +22.0% | -20.9% | -6.7% |
| 3Y | -27.1% | +107.6% | -134.7% | -46.3% |
| 5Y | -40.3% | +61.9% | -102.1% | -53.4% |
| 10Y | +6.0% | +116.3% | -110.3% | -32.9% |
| All | +2,154.1% | +7,638.9% | -5,484.8% | +314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling