-27.1%
CMCSA vs MO
+145.0%
-172.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.1% |
| 7D | +3.2% | +3.3% | -0.2% | +1.9% |
| 30D | +19.5% | +7.5% | +12.0% | +16.4% |
| 3M | -2.4% | +22.8% | -25.2% | -9.3% |
| 6M | +3.8% | +13.4% | -9.5% | -0.9% |
| YTD | -5.4% | +43.0% | -48.4% | -17.2% |
| 1Y | +1.1% | +45.2% | -44.1% | -12.0% |
| 3Y | -27.1% | +145.5% | -172.7% | -48.2% |
| All | -27.1% | +145.0% | -172.1% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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