+855.4%
MU vs CMCSA
-32.1%
+887.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.4% | +4.6% |
| 7D | -22.0% | +5.0% | -27.0% | -21.1% |
| 30D | -36.6% | +16.5% | -53.0% | -34.4% |
| 3M | -21.7% | -1.6% | -20.1% | -21.0% |
| 6M | +3.5% | -5.0% | +8.6% | +6.2% |
| YTD | +141.9% | -8.3% | +150.2% | +144.7% |
| 1Y | +189.8% | +0.4% | +189.4% | +186.0% |
| 3Y | +855.4% | -31.0% | +886.3% | +903.8% |
| All | +855.4% | -32.1% | +887.4% | +903.8% |
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