+425.7%
META vs CMCSA
+10.7%
+415.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.9% |
| 7D | +5.7% | +2.7% | +3.0% | +4.5% |
| 30D | -10.8% | +18.6% | -29.4% | -17.4% |
| 3M | +8.4% | -1.8% | +10.3% | +8.3% |
| 6M | +5.4% | -0.7% | +6.1% | +4.1% |
| YTD | -2.6% | -7.8% | +5.2% | -2.3% |
| 1Y | +3.5% | +0.7% | +2.8% | -1.0% |
| 3Y | +102.0% | -28.0% | +130.0% | +119.5% |
| 5Y | +93.1% | -42.1% | +135.2% | +129.6% |
| 10Y | +425.7% | +8.2% | +417.5% | +440.2% |
| All | +425.7% | +10.7% | +415.0% | +440.2% |
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