+5.4%
CMCSA vs MOD
+915.9%
-910.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.8% |
| 7D | +0.7% | +8.2% | -7.5% | 0.0% |
| 30D | +21.0% | -38.2% | +59.1% | +25.2% |
| 3M | -0.9% | -46.2% | +45.3% | +3.4% |
| 6M | +2.9% | -62.5% | +65.4% | +10.1% |
| YTD | -5.9% | -20.1% | +14.2% | -7.7% |
| 1Y | +2.5% | -29.7% | +32.1% | +1.4% |
| 3Y | -28.3% | +136.2% | -164.5% | -41.0% |
| 5Y | -40.8% | +820.4% | -861.2% | -60.3% |
| 10Y | +5.4% | +839.8% | -834.4% | -36.2% |
| All | +5.4% | +915.9% | -910.5% | -36.2% |
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