+6.4%
CMCSA vs MOD
+920.5%
-914.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.2% |
| 7D | +4.6% | -17.8% | +22.4% | +5.8% |
| 30D | +19.8% | -43.2% | +63.0% | +24.8% |
| 3M | -0.3% | -46.0% | +45.8% | +4.1% |
| 6M | +0.3% | -62.2% | +62.5% | +7.2% |
| YTD | -6.9% | -22.8% | +15.9% | -8.4% |
| 1Y | +2.6% | -35.5% | +38.1% | +2.4% |
| 3Y | -29.0% | +128.2% | -157.3% | -41.5% |
| 5Y | -42.0% | +791.6% | -833.6% | -61.1% |
| 10Y | +6.4% | +886.3% | -879.9% | -36.1% |
| All | +6.4% | +920.5% | -914.1% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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