+351.7%
CMCSA vs MXL
+270.5%
+81.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.0% | -6.6% | -1.1% |
| 7D | +0.1% | +15.5% | -15.4% | -1.1% |
| 30D | +3.8% | -11.3% | +15.1% | +4.4% |
| 3M | +12.3% | -16.1% | +28.4% | +11.5% |
| 6M | -15.4% | +323.0% | -338.4% | -33.1% |
| YTD | -2.5% | +281.5% | -284.0% | -22.4% |
| 1Y | -13.4% | +319.3% | -332.7% | -32.4% |
| 3Y | -30.4% | +189.4% | -219.7% | -46.9% |
| 5Y | -45.0% | +26.0% | -71.0% | -55.0% |
| 10Y | +10.2% | +243.5% | -233.3% | -29.2% |
| All | +351.7% | +270.5% | +81.2% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling