-45.0%
CMCSA vs MUB
+2.2%
-47.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | +3.8% | -1.5% | +5.4% | +4.9% |
| 3M | +12.3% | -1.9% | +14.3% | +13.8% |
| 6M | -15.4% | -1.7% | -13.7% | -14.4% |
| YTD | -2.5% | -0.8% | -1.7% | -1.9% |
| 1Y | -13.4% | +1.5% | -14.9% | -14.0% |
| 3Y | -30.4% | +8.8% | -39.1% | -34.3% |
| 5Y | -45.0% | +2.0% | -47.0% | -50.7% |
| All | -45.0% | +2.2% | -47.2% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling