+1,374.7%
CMCSA vs RMD
+38,753.6%
-37,378.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +3.2% | +2.1% | +1.1% | +2.8% |
| 30D | +19.5% | +2.1% | +17.4% | +18.9% |
| 3M | -2.4% | +6.2% | -8.6% | -3.6% |
| 6M | +3.8% | +19.4% | -15.5% | +0.2% |
| YTD | -5.4% | +0.5% | -5.9% | -6.1% |
| 1Y | +1.1% | -3.9% | +5.1% | +1.2% |
| 3Y | -27.1% | +72.5% | -99.7% | -35.6% |
| 5Y | -40.3% | -1.5% | -38.8% | -42.3% |
| 10Y | +6.0% | +345.8% | -339.8% | -22.1% |
| All | +1,374.7% | +38,753.6% | -37,378.9% | +600.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling