+2,222.8%
CMCSA vs MO
+15,145.8%
-12,923.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +0.1% | -2.0% | +2.1% | +0.7% |
| 30D | +3.8% | -0.3% | +4.1% | +3.9% |
| 3M | +12.3% | -2.9% | +15.3% | +13.2% |
| 6M | -15.4% | +5.8% | -21.2% | -17.0% |
| YTD | -2.5% | +22.0% | -24.5% | -8.6% |
| 1Y | -13.4% | +10.7% | -24.0% | -16.5% |
| 3Y | -30.4% | +94.4% | -124.7% | -43.5% |
| 5Y | -45.0% | +97.2% | -142.2% | -56.0% |
| 10Y | +10.2% | +103.0% | -92.8% | -15.2% |
| All | +2,222.8% | +15,145.8% | -12,923.0% | +270.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling