+1,428.9%
CMCSA vs RMD
+36,837.6%
-35,408.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.1% | -5.0% | +2.9% | -1.2% |
| 30D | +7.0% | +2.2% | +4.8% | +6.5% |
| 3M | +15.1% | +17.8% | -2.8% | +11.6% |
| 6M | -15.4% | -11.3% | -4.0% | -13.8% |
| YTD | -1.9% | -4.4% | +2.5% | -1.5% |
| 1Y | -12.7% | -15.7% | +3.0% | -10.5% |
| 3Y | -31.0% | +47.7% | -78.7% | -37.3% |
| 5Y | -46.1% | -19.2% | -26.9% | -46.0% |
| 10Y | +10.8% | +280.4% | -269.5% | -16.3% |
| All | +1,428.9% | +36,837.6% | -35,408.7% | +634.3% |
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