+6.0%
CMCSA vs RMD
+276.6%
-270.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -5.6% | -4.2% | -1.4% | -4.5% |
| 30D | -1.9% | -2.1% | +0.2% | -1.4% |
| 3M | +6.4% | +13.8% | -7.3% | +2.7% |
| 6M | -16.9% | -10.6% | -6.3% | -14.9% |
| YTD | -6.8% | -8.1% | +1.3% | -5.4% |
| 1Y | -15.9% | -18.0% | +2.1% | -12.2% |
| 3Y | -33.4% | +52.9% | -86.3% | -43.9% |
| 5Y | -46.7% | -22.3% | -24.4% | -45.9% |
| All | +6.0% | +276.6% | -270.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling