-33.7%
CMCSA vs MTCH
-0.9%
-32.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.1% |
| 7D | -4.9% | +1.3% | -6.1% | -5.1% |
| 30D | -1.1% | +15.9% | -16.9% | -3.5% |
| 3M | +6.6% | +23.3% | -16.7% | +2.9% |
| 6M | -15.5% | +40.1% | -55.6% | -20.3% |
| YTD | -6.7% | +33.6% | -40.3% | -11.5% |
| 1Y | -15.6% | +14.1% | -29.7% | -17.9% |
| 3Y | -33.7% | +1.4% | -35.1% | -37.0% |
| All | -33.7% | -0.9% | -32.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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