+2.6%
CMCSA vs MDB
-8.6%
+11.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +1.0% |
| 7D | +4.6% | -1.0% | +5.6% | +4.6% |
| 30D | +19.8% | -14.0% | +33.8% | +19.7% |
| 3M | -0.3% | -20.3% | +20.1% | -0.2% |
| 6M | +0.3% | +10.9% | -10.6% | +0.1% |
| YTD | -6.9% | -20.9% | +14.0% | -7.1% |
| 1Y | +2.6% | -11.2% | +13.8% | +1.7% |
| All | +2.6% | -8.6% | +11.2% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling