-46.7%
CMCSA vs MXL
+29.7%
-76.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.4% |
| 7D | -5.6% | +16.6% | -22.2% | -5.8% |
| 30D | -1.9% | +0.5% | -2.3% | -2.0% |
| 3M | +6.4% | -3.6% | +10.1% | +6.0% |
| 6M | -16.9% | +328.0% | -345.0% | -25.8% |
| YTD | -6.8% | +297.8% | -304.6% | -16.6% |
| 1Y | -15.9% | +339.4% | -355.3% | -25.9% |
| 3Y | -33.4% | +201.7% | -235.2% | -42.6% |
| 5Y | -46.7% | +32.8% | -79.5% | -51.8% |
| All | -46.7% | +29.7% | -76.4% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling