+8.2%
CMCSA vs MOD
+1,005.7%
-997.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.9% | -9.4% | -0.3% |
| 7D | +2.7% | -13.9% | +16.6% | +3.5% |
| 30D | +18.6% | -41.5% | +60.2% | +23.4% |
| 3M | -1.8% | -45.7% | +43.9% | +2.4% |
| 6M | -0.7% | -61.1% | +60.4% | +5.9% |
| YTD | -7.8% | -20.5% | +12.7% | -9.5% |
| 1Y | +0.7% | -32.1% | +32.9% | +0.1% |
| 3Y | -28.0% | +146.5% | -174.4% | -41.2% |
| 5Y | -42.1% | +812.7% | -854.8% | -61.3% |
| 10Y | +8.2% | +966.8% | -958.7% | -36.2% |
| All | +8.2% | +1,005.7% | -997.6% | -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