+2,396.1%
MUU vs CMCSA
-30.3%
+2,426.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -8.2% | -4.9% | -3.4% | -9.8% |
| 30D | +10.2% | -1.1% | +11.2% | +10.3% |
| 3M | -26.5% | +6.6% | -33.1% | -22.8% |
| 6M | +227.2% | -15.5% | +242.7% | +249.1% |
| YTD | +527.4% | -6.7% | +534.1% | +534.2% |
| 1Y | +1,843.7% | -15.6% | +1,859.3% | +2,027.6% |
| All | +2,396.1% | -30.3% | +2,426.4% | +2,710.6% |
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