-2.8%
MCHP vs CMCSA
-33.5%
+30.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.7% |
| 7D | -2.1% | -5.6% | +3.5% | -0.4% |
| 30D | -11.1% | -1.9% | -9.2% | -10.9% |
| 3M | -18.1% | +6.4% | -24.5% | -20.6% |
| 6M | +10.8% | -16.9% | +27.7% | +18.4% |
| YTD | +14.2% | -6.8% | +21.0% | +14.8% |
| 1Y | +13.5% | -15.9% | +29.4% | +20.3% |
| All | -2.8% | -33.5% | +30.7% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling