-40.8%
CMCSA vs RMD
-4.0%
-36.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +21.0% | +1.7% | +19.3% | +20.3% |
| 3M | -0.9% | +6.4% | -7.3% | -2.4% |
| 6M | +2.9% | +20.7% | -17.8% | -1.4% |
| YTD | -5.9% | -0.2% | -5.7% | -6.6% |
| 1Y | +2.5% | -4.5% | +7.0% | +2.6% |
| 3Y | -28.3% | +70.5% | -98.8% | -39.8% |
| 5Y | -40.8% | -1.6% | -39.2% | -44.5% |
| All | -40.8% | -4.0% | -36.8% | -44.5% |
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