+4.7%
CMCSA vs MDT
+62.9%
-58.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.6% |
| 7D | +3.2% | +1.0% | +2.1% | +2.7% |
| 30D | +19.5% | +9.2% | +10.4% | +14.8% |
| 3M | -2.4% | +14.5% | -16.9% | -8.4% |
| 6M | +3.8% | +37.3% | -33.5% | -10.8% |
| YTD | -5.4% | +9.8% | -15.2% | -10.1% |
| 1Y | +1.1% | +10.5% | -9.4% | -4.4% |
| 3Y | -27.1% | +57.4% | -84.6% | -43.1% |
| 5Y | -40.3% | +1.2% | -41.4% | -42.7% |
| All | +4.7% | +62.9% | -58.2% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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