-33.4%
CMCSA vs MULL
+1,230.7%
-1,264.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.6% | +1.3% |
| 7D | +3.2% | +24.5% | -21.4% | +3.8% |
| 30D | +19.5% | -35.5% | +55.0% | +18.8% |
| 3M | -2.4% | -44.8% | +42.4% | -3.2% |
| 6M | +3.8% | -45.5% | +49.3% | +3.3% |
| YTD | -5.4% | +232.5% | -237.9% | -8.3% |
| 1Y | +1.1% | +343.3% | -342.1% | -3.1% |
| All | -33.4% | +1,230.7% | -1,264.0% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling