+6.1%
CMCSA vs UMC
+1,863.6%
-1,857.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.2% |
| 7D | -4.9% | +9.0% | -13.9% | -5.9% |
| 30D | -1.1% | +17.2% | -18.3% | -3.2% |
| 3M | +6.6% | +11.4% | -4.8% | +3.6% |
| 6M | -15.5% | +137.5% | -153.0% | -27.7% |
| YTD | -6.7% | +193.1% | -199.8% | -23.7% |
| 1Y | -15.6% | +240.3% | -255.9% | -33.0% |
| 3Y | -33.7% | +262.2% | -295.9% | -48.8% |
| 5Y | -46.6% | +143.1% | -189.8% | -57.1% |
| All | +6.1% | +1,863.6% | -1,857.5% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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