+2,236.9%
CMCSA vs MOD
+3,565.2%
-1,328.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.3% |
| 7D | -2.1% | +9.6% | -11.7% | -3.7% |
| 30D | +7.0% | 0.0% | +7.0% | +6.7% |
| 3M | +15.1% | -35.4% | +50.5% | +22.0% |
| 6M | -15.4% | -7.3% | -8.1% | -16.9% |
| YTD | -1.9% | +45.8% | -47.7% | -11.8% |
| 1Y | -12.7% | +43.1% | -55.9% | -22.3% |
| 3Y | -31.0% | +297.7% | -328.7% | -52.9% |
| 5Y | -46.1% | +1,478.8% | -1,524.9% | -73.1% |
| 10Y | +10.8% | +1,633.4% | -1,622.5% | -54.0% |
| All | +2,236.9% | +3,565.2% | -1,328.4% | +435.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling