-35.3%
CMCSA vs MDT
+26.2%
-61.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.4% |
| 7D | -8.3% | -0.3% | -8.0% | -8.2% |
| 30D | -2.4% | +2.8% | -5.2% | -3.3% |
| 3M | +4.5% | +13.1% | -8.6% | +0.6% |
| 6M | -18.8% | +2.3% | -21.1% | -19.2% |
| YTD | -8.9% | -2.7% | -6.2% | -8.1% |
| 1Y | -18.3% | +0.9% | -19.2% | -18.8% |
| All | -35.3% | +26.2% | -61.5% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling