+1.8%
CMCSA vs MULL
+444.9%
-443.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -13.8% | +18.7% | +4.1% |
| 7D | +15.2% | -35.9% | +51.1% | +12.5% |
| 30D | +17.0% | -47.3% | +64.3% | +13.4% |
| 3M | +1.2% | -30.6% | +31.8% | 0.0% |
| 6M | -5.5% | +13.7% | -19.2% | -0.9% |
| YTD | -6.5% | +272.1% | -278.7% | +4.3% |
| 1Y | +1.8% | +475.1% | -473.3% | +15.4% |
| All | +1.8% | +444.9% | -443.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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