+29.9%
MCHP vs CMCSA
+3.3%
+26.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -2.9% |
| 7D | -5.4% | +15.2% | -20.6% | -4.5% |
| 30D | -7.5% | +17.0% | -24.5% | -6.7% |
| 3M | -6.0% | +1.2% | -7.3% | -5.6% |
| 6M | -20.1% | -5.5% | -14.6% | -17.9% |
| YTD | +20.2% | -6.5% | +26.8% | +26.1% |
| 1Y | +29.9% | +1.8% | +28.1% | +30.5% |
| All | +29.9% | +3.3% | +26.6% | +30.5% |
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