-46.7%
CMCSA vs UMC
+134.9%
-181.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.6% |
| 7D | -5.6% | +11.4% | -16.9% | -6.6% |
| 30D | -1.9% | +16.8% | -18.7% | -3.5% |
| 3M | +6.4% | +19.1% | -12.7% | +2.7% |
| 6M | -16.9% | +137.4% | -154.4% | -28.8% |
| YTD | -6.8% | +186.4% | -193.2% | -24.1% |
| 1Y | -15.9% | +229.1% | -245.0% | -33.7% |
| 3Y | -33.4% | +257.9% | -291.3% | -49.9% |
| 5Y | -46.7% | +137.5% | -184.2% | -58.7% |
| All | -46.7% | +134.9% | -181.5% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling