-29.5%
CMCSA vs UMAC
+473.8%
-503.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | -4.9% | -3.4% | -1.5% | -4.9% |
| 30D | -1.1% | -15.1% | +14.0% | -1.0% |
| 3M | +6.6% | -10.8% | +17.3% | +6.6% |
| 6M | -15.5% | +15.7% | -31.1% | -15.7% |
| YTD | -6.7% | +80.1% | -86.8% | -7.3% |
| 1Y | -15.6% | +116.7% | -132.3% | -16.4% |
| All | -29.5% | +473.8% | -503.3% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling