+45.4%
MRK vs CMCSA
-33.4%
+78.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -4.3% | -4.9% | +0.6% | -3.6% |
| 30D | +8.3% | -1.1% | +9.3% | +8.5% |
| 3M | +20.0% | +6.6% | +13.5% | +18.9% |
| 6M | +25.7% | -15.5% | +41.1% | +28.0% |
| YTD | +38.7% | -6.7% | +45.4% | +39.7% |
| 1Y | +74.7% | -15.6% | +90.3% | +77.3% |
| 3Y | +45.4% | -33.7% | +79.0% | +50.7% |
| All | +45.4% | -33.4% | +78.8% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling