+568.4%
MA vs CMCSA
+9.1%
+559.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | +1.8% | +4.6% | -2.8% | -0.2% |
| 30D | +11.8% | +19.8% | -8.0% | +3.3% |
| 3M | +17.2% | -0.3% | +17.4% | +16.8% |
| 6M | +33.4% | +0.3% | +33.1% | +32.0% |
| YTD | +16.1% | -6.9% | +23.1% | +16.8% |
| 1Y | +19.9% | +2.6% | +17.3% | +14.8% |
| 3Y | +70.1% | -29.0% | +99.1% | +88.7% |
| 5Y | +89.6% | -42.0% | +131.6% | +129.5% |
| 10Y | +568.4% | +6.4% | +562.0% | +522.0% |
| All | +568.4% | +9.1% | +559.4% | +522.0% |
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