-33.7%
CMCSA vs MXL
+222.8%
-256.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | +0.2% |
| 7D | -4.9% | +18.9% | -23.7% | -4.7% |
| 30D | -1.1% | +0.3% | -1.4% | -1.0% |
| 3M | +6.6% | -8.0% | +14.6% | +6.8% |
| 6M | -15.5% | +341.2% | -356.7% | -21.4% |
| YTD | -6.7% | +327.8% | -334.5% | -13.4% |
| 1Y | -15.6% | +364.9% | -380.5% | -22.8% |
| 3Y | -33.7% | +229.2% | -262.9% | -41.7% |
| All | -33.7% | +222.8% | -256.5% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling