+6.1%
CMCSA vs MTZ
+773.6%
-767.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.4% |
| 7D | -4.9% | +1.4% | -6.2% | -5.1% |
| 30D | -1.1% | -14.5% | +13.4% | +1.1% |
| 3M | +6.6% | -32.9% | +39.5% | +11.8% |
| 6M | -15.5% | -20.8% | +5.4% | -14.3% |
| YTD | -6.7% | +10.6% | -17.3% | -11.4% |
| 1Y | -15.6% | +27.1% | -42.7% | -22.3% |
| 3Y | -33.7% | +166.1% | -199.8% | -49.4% |
| 5Y | -46.6% | +170.7% | -217.3% | -60.7% |
| All | +6.1% | +773.6% | -767.5% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling