-45.0%
CMCSA vs MDB
-26.9%
-18.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.4% |
| 7D | +0.1% | -18.0% | +18.1% | +1.0% |
| 30D | +3.8% | -10.7% | +14.6% | +4.2% |
| 3M | +12.3% | +1.0% | +11.4% | +12.0% |
| 6M | -15.4% | +31.6% | -47.0% | -16.9% |
| YTD | -2.5% | -15.2% | +12.7% | -2.5% |
| 1Y | -13.4% | +10.1% | -23.5% | -14.8% |
| 3Y | -30.4% | -5.6% | -24.7% | -32.8% |
| 5Y | -45.0% | -24.5% | -20.5% | -49.0% |
| All | -45.0% | -26.9% | -18.1% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling