+92.3%
MA vs CMCSA
-42.5%
+134.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.2% |
| 7D | +2.3% | +5.0% | -2.7% | +0.7% |
| 30D | +14.7% | +16.5% | -1.8% | +9.2% |
| 3M | +13.5% | -1.6% | +15.1% | +13.8% |
| 6M | +33.1% | -5.0% | +38.2% | +34.5% |
| YTD | +15.1% | -8.3% | +23.3% | +16.0% |
| 1Y | +18.7% | +0.4% | +18.3% | +15.4% |
| 3Y | +72.1% | -31.0% | +103.0% | +88.5% |
| All | +92.3% | -42.5% | +134.8% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling