+1,429.3%
CMCSA vs RMBS
+1,363.4%
+65.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +0.1% | +3.0% | -2.8% | -0.2% |
| 30D | +3.8% | -14.4% | +18.2% | +5.3% |
| 3M | +12.3% | -42.8% | +55.2% | +18.0% |
| 6M | -15.4% | -1.4% | -14.0% | -17.5% |
| YTD | -2.5% | -5.4% | +3.0% | -5.2% |
| 1Y | -13.4% | +18.6% | -31.9% | -18.8% |
| 3Y | -30.4% | +57.3% | -87.6% | -38.8% |
| 5Y | -45.0% | +265.7% | -310.7% | -56.6% |
| 10Y | +10.2% | +546.0% | -535.8% | -19.8% |
| All | +1,429.3% | +1,363.4% | +65.9% | +593.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RMBS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling