+6.1%
CMCSA vs MXL
+313.4%
-307.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | -0.3% |
| 7D | -4.9% | +18.9% | -23.7% | -6.0% |
| 30D | -1.1% | +0.3% | -1.4% | -1.4% |
| 3M | +6.6% | -8.0% | +14.6% | +5.4% |
| 6M | -15.5% | +341.2% | -356.7% | -32.0% |
| YTD | -6.7% | +327.8% | -334.5% | -25.1% |
| 1Y | -15.6% | +364.9% | -380.5% | -33.6% |
| 3Y | -33.7% | +229.2% | -262.9% | -49.2% |
| 5Y | -46.6% | +42.8% | -89.4% | -55.8% |
| All | +6.1% | +313.4% | -307.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling