+2,222.8%
CMCSA vs MTZ
+3,182.4%
-959.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.0% |
| 7D | +0.1% | +3.6% | -3.4% | -0.3% |
| 30D | +3.8% | -9.6% | +13.5% | +4.8% |
| 3M | +12.3% | -31.9% | +44.3% | +15.7% |
| 6M | -15.4% | -13.8% | -1.6% | -15.2% |
| YTD | -2.5% | +13.3% | -15.7% | -5.3% |
| 1Y | -13.4% | +39.3% | -52.6% | -17.9% |
| 3Y | -30.4% | +168.3% | -198.7% | -39.8% |
| 5Y | -45.0% | +166.4% | -211.4% | -53.0% |
| 10Y | +10.2% | +739.9% | -729.7% | -18.8% |
| All | +2,222.8% | +3,182.4% | -959.6% | +1,390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling