+1,272.2%
MUU vs CMCSA
-29.3%
+1,301.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -4.4% |
| 7D | +24.7% | +3.2% | +21.5% | +26.8% |
| 30D | -35.1% | +19.5% | -54.7% | -27.6% |
| 3M | -44.3% | -2.4% | -41.9% | -42.1% |
| 6M | -44.4% | +3.8% | -48.3% | -38.8% |
| YTD | +244.9% | -5.4% | +250.3% | +264.9% |
| 1Y | +365.6% | +1.1% | +364.5% | +369.3% |
| All | +1,272.2% | -29.3% | +1,301.5% | +1,517.3% |
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