+1,497.9%
META vs CMCSA
+165.3%
+1,332.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -3.1% | +12.0% | -15.1% | -7.7% |
| 30D | -18.1% | +17.5% | -35.6% | -23.7% |
| 3M | +2.9% | +2.4% | +0.5% | +0.9% |
| 6M | +0.2% | -2.9% | +3.1% | 0.0% |
| YTD | -8.1% | -6.2% | -1.9% | -8.5% |
| 1Y | -4.5% | +0.4% | -4.9% | -8.1% |
| 3Y | +94.2% | -30.6% | +124.7% | +115.0% |
| 5Y | +79.1% | -41.2% | +120.3% | +111.0% |
| 10Y | +405.9% | +15.2% | +390.7% | +347.0% |
| All | +1,497.9% | +165.3% | +1,332.6% | +1,216.0% |
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 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