-42.1%
CMCSA vs MOD
+748.9%
-791.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -8.0% | -2.5% |
| 7D | +5.0% | -25.5% | +30.6% | +6.3% |
| 30D | +16.5% | -49.0% | +65.5% | +20.2% |
| 3M | -1.6% | -49.8% | +48.2% | +1.5% |
| 6M | -5.0% | -64.8% | +59.7% | -0.4% |
| YTD | -8.3% | -27.6% | +19.4% | -10.1% |
| 1Y | +0.4% | -35.2% | +35.6% | -1.0% |
| 3Y | -31.0% | +137.1% | -168.1% | -43.3% |
| All | -42.1% | +748.9% | -791.0% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling