+661.2%
MU vs CMCSA
-19.1%
+680.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.6% | +9.4% | -1.8% |
| 7D | +7.5% | -8.3% | +15.8% | +1.5% |
| 30D | +19.4% | -2.4% | +21.8% | +18.0% |
| 3M | +9.8% | +4.5% | +5.3% | +16.8% |
| 6M | +164.1% | -18.8% | +182.9% | +155.3% |
| YTD | +260.3% | -8.9% | +269.2% | +273.6% |
| 1Y | +661.2% | -18.3% | +679.5% | +691.4% |
| All | +661.2% | -19.1% | +680.2% | +691.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling