+950.8%
MU vs CMCSA
-27.5%
+978.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.2% |
| 7D | +12.8% | +3.2% | +9.6% | +13.6% |
| 30D | -14.9% | +19.5% | -34.4% | -11.4% |
| 3M | -18.0% | -2.4% | -15.6% | -17.1% |
| 6M | -3.1% | +3.8% | -7.0% | -0.1% |
| YTD | +172.9% | -5.4% | +178.3% | +178.0% |
| 1Y | +228.8% | +1.1% | +227.7% | +229.0% |
| 3Y | +950.8% | -27.1% | +978.0% | +1,001.3% |
| All | +950.8% | -27.5% | +978.3% | +1,001.3% |
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