+13,824.2%
MA vs CMCSA
+307.2%
+13,517.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.7% | -2.1% | -0.6% | -1.7% |
| 30D | +1.5% | +7.0% | -5.5% | -1.8% |
| 3M | +20.4% | +15.1% | +5.3% | +11.8% |
| 6M | +11.1% | -15.4% | +26.5% | +18.4% |
| YTD | +2.0% | -1.9% | +3.9% | +0.5% |
| 1Y | -2.2% | -12.7% | +10.6% | +1.8% |
| 3Y | +41.9% | -31.0% | +72.9% | +61.4% |
| 5Y | +75.4% | -46.1% | +121.5% | +121.5% |
| 10Y | +527.5% | +10.8% | +516.7% | +428.0% |
| All | +13,824.2% | +307.2% | +13,517.0% | +5,652.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling