-12.7%
CMCSA vs MUB
+2.9%
-15.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.0% |
| 30D | +7.0% | -1.4% | +8.4% | +9.1% |
| 3M | +15.1% | -2.2% | +17.2% | +17.7% |
| 6M | -15.4% | -1.9% | -13.5% | -13.4% |
| YTD | -1.9% | -0.8% | -1.1% | -0.7% |
| 1Y | -12.7% | +2.7% | -15.5% | -13.4% |
| All | -12.7% | +2.9% | -15.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 1y: compounded portfolio wealth divided by compounded MUB 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…
1y analysis · Full analysis span regression · 6 months rolling