+304.5%
MSTR vs CMCSA
-29.7%
+334.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +12.2% | -2.1% | +14.3% | +13.1% |
| 30D | +45.2% | +7.0% | +38.1% | +39.9% |
| 3M | +10.4% | +15.1% | -4.7% | +1.8% |
| 6M | -2.5% | -15.4% | +12.9% | +4.6% |
| YTD | -6.0% | -1.9% | -4.1% | -8.4% |
| 1Y | -56.4% | -12.7% | -43.7% | -54.1% |
| All | +304.5% | -29.7% | +334.2% | +380.9% |
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