+3,763.3%
MRK vs CMCSA
+2,309.4%
+1,453.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +15.5% | +3.8% | +11.6% | +14.6% |
| 3M | +25.1% | +12.3% | +12.8% | +21.9% |
| 6M | +30.1% | -15.4% | +45.5% | +33.9% |
| YTD | +43.1% | -2.5% | +45.6% | +42.9% |
| 1Y | +82.5% | -13.4% | +95.8% | +86.4% |
| 3Y | +49.3% | -30.4% | +79.7% | +57.5% |
| 5Y | +130.3% | -45.0% | +175.3% | +151.4% |
| 10Y | +234.3% | +10.2% | +224.2% | +209.0% |
| All | +3,763.3% | +2,309.4% | +1,453.9% | +1,724.2% |
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 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