+41,921.4%
MCHP vs CMCSA
+1,460.4%
+40,461.0%
-63.8%
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 | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | -12.8% | +3.8% | -16.7% | -14.4% |
| 3M | -19.2% | +12.3% | -31.5% | -23.9% |
| 6M | +14.5% | -15.4% | +29.9% | +20.3% |
| YTD | +17.1% | -2.5% | +19.6% | +15.4% |
| 1Y | +15.3% | -13.4% | +28.7% | +19.0% |
| 3Y | +0.5% | -30.4% | +30.8% | +12.5% |
| 5Y | +6.1% | -45.0% | +51.1% | +29.6% |
| 10Y | +192.2% | +10.2% | +182.1% | +171.4% |
| All | +41,921.4% | +1,460.4% | +40,461.0% | +16,557.6% |
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 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