-35.9%
CMCSA vs MULL
+2,620.5%
-2,656.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.4% | -12.0% | -6.5% |
| 7D | -8.3% | +14.8% | -23.1% | -8.0% |
| 30D | -2.4% | +36.6% | -39.0% | -1.8% |
| 3M | +4.5% | -8.9% | +13.4% | +5.1% |
| 6M | -18.8% | +311.9% | -330.7% | -19.0% |
| YTD | -8.9% | +579.8% | -588.8% | -10.8% |
| 1Y | -18.3% | +2,421.5% | -2,439.8% | -25.1% |
| All | -35.9% | +2,620.5% | -2,656.3% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling