+4.7%
CMCSA vs MOD
+1,079.7%
-1,074.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +27.9% | -26.4% | -0.7% |
| 7D | +3.2% | +40.4% | -37.3% | +0.1% |
| 30D | +19.5% | -14.0% | +33.5% | +20.1% |
| 3M | -2.4% | -33.3% | +30.9% | 0.0% |
| 6M | +3.8% | -51.4% | +55.3% | +8.6% |
| YTD | -5.4% | +1.6% | -7.0% | -9.2% |
| 1Y | +1.1% | +5.4% | -4.3% | -3.6% |
| 3Y | -27.1% | +191.0% | -218.1% | -41.1% |
| 5Y | -40.3% | +1,093.1% | -1,133.4% | -60.9% |
| All | +4.7% | +1,079.7% | -1,074.9% | -37.6% |
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