+199.5%
MCHP vs CMCSA
+7.4%
+192.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | 0.0% | -4.9% | +4.9% | +2.6% |
| 30D | -6.0% | -1.1% | -5.0% | -6.1% |
| 3M | -19.7% | +6.6% | -26.2% | -24.0% |
| 6M | +14.0% | -15.5% | +29.5% | +22.1% |
| YTD | +18.4% | -6.7% | +25.1% | +18.3% |
| 1Y | +17.1% | -15.6% | +32.7% | +23.9% |
| 3Y | +0.7% | -33.7% | +34.4% | +20.9% |
| 5Y | +5.1% | -46.6% | +51.7% | +41.4% |
| All | +199.5% | +7.4% | +192.0% | +178.2% |
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