-26.0%
CMCSA vs RVMD
+634.9%
-660.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | +3.8% | +1.1% | +2.8% | +3.7% |
| 3M | +12.3% | +39.6% | -27.3% | +8.8% |
| 6M | -15.4% | +110.7% | -126.1% | -21.8% |
| YTD | -2.5% | +160.3% | -162.8% | -12.3% |
| 1Y | -13.4% | +404.9% | -418.3% | -27.5% |
| 3Y | -30.4% | +545.5% | -575.8% | -44.8% |
| 5Y | -45.0% | +584.7% | -629.7% | -58.6% |
| All | -26.0% | +634.9% | -660.9% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling