+5,744.5%
MU vs CMCSA
+7.3%
+5,737.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -5.8% |
| 7D | +2.0% | -5.6% | +7.6% | +4.1% |
| 30D | +12.5% | -1.9% | +14.4% | +12.8% |
| 3M | +9.6% | +6.4% | +3.2% | +4.4% |
| 6M | +142.6% | -16.9% | +159.5% | +154.2% |
| YTD | +242.7% | -6.8% | +249.4% | +234.7% |
| 1Y | +599.3% | -15.9% | +615.2% | +615.8% |
| 3Y | +1,308.3% | -33.4% | +1,341.7% | +1,492.3% |
| 5Y | +1,263.7% | -46.7% | +1,310.4% | +1,628.2% |
| All | +5,744.5% | +7.3% | +5,737.2% | +4,795.9% |
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 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