+62.8%
META vs CMCSA
-45.8%
+108.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +6.7% | -2.1% | +8.8% | +7.7% |
| 30D | +4.8% | +7.0% | -2.3% | +1.7% |
| 3M | -1.6% | +15.1% | -16.7% | -7.8% |
| 6M | -7.5% | -15.4% | +7.9% | -1.8% |
| YTD | -6.4% | -1.9% | -4.5% | -8.1% |
| 1Y | -17.3% | -12.7% | -4.6% | -14.1% |
| 3Y | +109.9% | -31.0% | +140.9% | +139.2% |
| All | +62.8% | -45.8% | +108.6% | +79.2% |
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 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