+2,141.5%
CMCSA vs MOD
+1,819.7%
+321.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.5% |
| 7D | +0.7% | +8.2% | -7.5% | -0.8% |
| 30D | +21.0% | -38.2% | +59.1% | +29.2% |
| 3M | -0.9% | -46.2% | +45.3% | +7.7% |
| 6M | +2.9% | -62.5% | +65.4% | +16.8% |
| YTD | -5.9% | -20.1% | +14.2% | -8.1% |
| 1Y | +2.5% | -29.7% | +32.1% | +1.6% |
| 3Y | -28.3% | +136.2% | -164.5% | -47.3% |
| 5Y | -40.8% | +820.4% | -861.2% | -68.2% |
| 10Y | +5.4% | +839.8% | -834.4% | -52.2% |
| All | +2,141.5% | +1,819.7% | +321.8% | +461.8% |
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