-47.2%
CMCSA vs RVMD
+576.1%
-623.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.9% | -3.0% | -1.9% | -4.7% |
| 30D | -1.1% | -0.7% | -0.3% | -1.1% |
| 3M | +6.6% | +36.5% | -30.0% | +3.9% |
| 6M | -15.5% | +104.6% | -120.1% | -20.9% |
| YTD | -6.7% | +155.8% | -162.5% | -14.9% |
| 1Y | -15.6% | +340.7% | -356.3% | -27.1% |
| 3Y | -33.7% | +519.9% | -553.6% | -46.0% |
| All | -47.2% | +576.1% | -623.3% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling