+4,524.1%
MU vs CMCSA
+4.9%
+4,519.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +21.6% | -0.6% | +22.2% | +21.9% |
| 30D | -16.2% | +18.8% | -35.0% | -22.0% |
| 3M | -12.4% | -1.1% | -11.3% | -13.1% |
| 6M | +4.2% | +2.5% | +1.7% | -0.1% |
| YTD | +180.0% | -6.7% | +186.7% | +171.2% |
| 1Y | +226.4% | 0.0% | +226.4% | +202.7% |
| 3Y | +969.7% | -28.9% | +998.6% | +1,055.6% |
| 5Y | +957.9% | -41.1% | +999.1% | +1,156.0% |
| All | +4,524.1% | +4.9% | +4,519.2% | +3,870.0% |
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