+2,154.1%
CMCSA vs MO
+17,768.2%
-15,614.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.2% |
| 7D | +3.2% | +3.3% | -0.2% | +2.2% |
| 30D | +19.5% | +7.5% | +12.0% | +17.0% |
| 3M | -2.4% | +22.8% | -25.2% | -8.2% |
| 6M | +3.8% | +13.4% | -9.5% | -0.2% |
| YTD | -5.4% | +43.0% | -48.4% | -15.4% |
| 1Y | +1.1% | +45.2% | -44.1% | -10.1% |
| 3Y | -27.1% | +145.5% | -172.7% | -44.9% |
| 5Y | -40.3% | +157.1% | -197.3% | -55.8% |
| 10Y | +6.0% | +153.3% | -147.3% | -23.5% |
| All | +2,154.1% | +17,768.2% | -15,614.2% | +242.3% |
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