+51.2%
MSFT vs CMCSA
-30.3%
+81.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -1.0% | +3.8% | -4.8% | -1.5% |
| 3M | +20.2% | +12.3% | +7.9% | +18.3% |
| 6M | +21.3% | -15.4% | +36.7% | +22.7% |
| YTD | +2.8% | -2.5% | +5.3% | +1.5% |
| 1Y | 0.0% | -13.4% | +13.3% | +1.3% |
| 3Y | +51.2% | -30.4% | +81.6% | +58.3% |
| All | +51.2% | -30.3% | +81.5% | +58.3% |
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