-48.2%
CMCSA vs RMD
-22.9%
-25.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.5% |
| 7D | -8.3% | -4.7% | -3.6% | -7.4% |
| 30D | -2.4% | +0.2% | -2.7% | -2.5% |
| 3M | +4.5% | +12.0% | -7.5% | +2.0% |
| 6M | -18.8% | -12.5% | -6.2% | -16.9% |
| YTD | -8.9% | -7.9% | -1.0% | -7.9% |
| 1Y | -18.3% | -20.4% | +2.1% | -15.1% |
| 3Y | -35.0% | +53.1% | -88.1% | -43.9% |
| 5Y | -48.2% | -22.1% | -26.0% | -52.7% |
| All | -48.2% | -22.9% | -25.2% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling