+584.1%
MA vs CMCSA
+4.9%
+579.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | +7.9% | +18.8% | -10.9% | +0.1% |
| 3M | +16.8% | -1.1% | +17.9% | +16.9% |
| 6M | +31.0% | +2.5% | +28.5% | +28.3% |
| YTD | +15.0% | -6.7% | +21.8% | +15.6% |
| 1Y | +17.0% | 0.0% | +17.1% | +13.4% |
| 3Y | +68.5% | -28.9% | +97.4% | +86.8% |
| 5Y | +85.0% | -41.1% | +126.1% | +122.2% |
| All | +584.1% | +4.9% | +579.2% | +523.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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