-18.3%
CMCSA vs MDB
+10.8%
-29.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.6% |
| 7D | -8.3% | -4.5% | -3.7% | -8.2% |
| 30D | -2.4% | -14.0% | +11.6% | -2.2% |
| 3M | +4.5% | +5.3% | -0.8% | +4.2% |
| 6M | -18.8% | +31.9% | -50.6% | -18.5% |
| YTD | -8.9% | -14.6% | +5.7% | -9.4% |
| 1Y | -18.3% | +8.2% | -26.5% | -20.0% |
| All | -18.3% | +10.8% | -29.1% | -20.0% |
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 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