-2.1%
MA vs CMCSA
-9.6%
+7.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +1.4% | +3.8% | -2.4% | +0.9% |
| 3M | +17.7% | +12.3% | +5.4% | +15.4% |
| 6M | +9.7% | -15.4% | +25.1% | +10.7% |
| YTD | +0.5% | -2.5% | +3.0% | -1.7% |
| 1Y | -2.1% | -13.4% | +11.3% | -0.1% |
| All | -2.1% | -9.6% | +7.5% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling