+1,529.9%
CMCSA vs MTCH
+14,456.1%
-12,926.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.7% |
| 7D | -8.3% | -2.4% | -5.9% | -7.9% |
| 30D | -2.4% | +12.8% | -15.2% | -4.6% |
| 3M | +4.5% | +20.0% | -15.5% | +1.0% |
| 6M | -18.8% | +34.7% | -53.5% | -23.4% |
| YTD | -8.9% | +30.6% | -39.5% | -13.9% |
| 1Y | -18.3% | +10.9% | -29.2% | -20.5% |
| 3Y | -35.0% | -2.0% | -32.9% | -36.8% |
| 5Y | -48.2% | -72.6% | +24.5% | -38.9% |
| 10Y | +4.6% | +197.9% | -193.3% | -28.8% |
| All | +1,529.9% | +14,456.1% | -12,926.2% | +615.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling