-9.6%
CMCSA vs MDB
+986.0%
-995.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.7% |
| 7D | -8.3% | -4.5% | -3.7% | -8.0% |
| 30D | -2.4% | -14.0% | +11.6% | -1.6% |
| 3M | +4.5% | +5.3% | -0.8% | +3.7% |
| 6M | -18.8% | +31.9% | -50.6% | -20.9% |
| YTD | -8.9% | -14.6% | +5.7% | -9.1% |
| 1Y | -18.3% | +8.2% | -26.5% | -20.1% |
| 3Y | -35.0% | -5.0% | -29.9% | -37.8% |
| 5Y | -48.2% | -24.5% | -23.6% | -51.9% |
| All | -9.6% | +986.0% | -995.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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