-33.8%
CMCSA vs RVMD
+536.1%
-569.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.4% | +2.4% |
| 7D | -5.6% | -3.6% | -2.0% | -5.4% |
| 30D | -1.9% | -1.1% | -0.8% | -1.9% |
| 3M | +6.4% | +41.0% | -34.6% | +4.6% |
| 6M | -16.9% | +105.7% | -122.6% | -20.5% |
| YTD | -6.8% | +155.3% | -162.1% | -12.6% |
| 1Y | -15.9% | +402.7% | -418.6% | -25.4% |
| All | -33.8% | +536.1% | -569.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling