+93.7%
META vs CMCSA
-41.3%
+134.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.5% |
| 30D | -15.4% | +21.0% | -36.4% | -22.0% |
| 3M | +5.0% | -0.9% | +6.0% | +4.6% |
| 6M | +5.2% | +2.9% | +2.3% | +2.5% |
| YTD | -4.5% | -5.9% | +1.4% | -5.3% |
| 1Y | +0.6% | +2.5% | -1.9% | -5.1% |
| 3Y | +93.1% | -28.3% | +121.3% | +110.2% |
| 5Y | +93.7% | -40.8% | +134.5% | +121.0% |
| All | +93.7% | -41.3% | +134.9% | +121.0% |
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