-16.9%
CMCSA vs MTCH
+35.9%
-52.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.1% |
| 7D | -5.6% | -1.4% | -4.1% | -5.3% |
| 30D | -1.9% | +13.6% | -15.5% | -4.4% |
| 3M | +6.4% | +22.4% | -16.0% | +3.6% |
| 6M | -16.9% | +37.2% | -54.1% | -21.3% |
| All | -16.9% | +35.9% | -52.8% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling