+224.4%
MRK vs CMCSA
+7.4%
+217.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -4.3% | -4.9% | +0.6% | -3.2% |
| 30D | +8.3% | -1.1% | +9.3% | +8.5% |
| 3M | +20.0% | +6.6% | +13.5% | +18.0% |
| 6M | +25.7% | -15.5% | +41.1% | +29.7% |
| YTD | +38.7% | -6.7% | +45.4% | +39.8% |
| 1Y | +74.7% | -15.6% | +90.3% | +79.8% |
| 3Y | +45.4% | -33.7% | +79.0% | +55.9% |
| 5Y | +129.0% | -46.6% | +175.7% | +158.6% |
| All | +224.4% | +7.4% | +217.0% | +176.7% |
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