+1.4%
MCHP vs CMCSA
-46.8%
+48.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -3.0% |
| 7D | -2.1% | -5.6% | +3.5% | +0.2% |
| 30D | -11.1% | -1.9% | -9.2% | -10.8% |
| 3M | -18.1% | +6.4% | -24.5% | -21.5% |
| 6M | +10.8% | -16.9% | +27.7% | +19.1% |
| YTD | +14.2% | -6.8% | +21.0% | +14.5% |
| 1Y | +13.5% | -15.9% | +29.4% | +20.2% |
| 3Y | -2.0% | -33.4% | +31.4% | +15.4% |
| 5Y | +1.4% | -46.7% | +48.1% | +18.8% |
| All | +1.4% | -46.8% | +48.2% | +18.8% |
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