-7.4%
CMCSA vs MDB
+929.6%
-937.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -0.6% | +11.6% | -12.2% | -1.3% |
| 30D | +18.8% | -8.9% | +27.7% | +19.2% |
| 3M | -1.1% | -22.4% | +21.3% | -0.1% |
| 6M | +2.5% | +10.1% | -7.5% | +0.7% |
| YTD | -6.7% | -19.0% | +12.3% | -7.0% |
| 1Y | 0.0% | -7.0% | +7.0% | -1.5% |
| 3Y | -28.9% | -9.8% | -19.0% | -32.0% |
| 5Y | -41.1% | -40.1% | -1.1% | -44.4% |
| All | -7.4% | +929.6% | -937.1% | -39.6% |
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