+252.6%
CMCSA vs UMC
+277.8%
-25.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.7% |
| 7D | +0.1% | +6.6% | -6.5% | -1.3% |
| 30D | +3.8% | +16.6% | -12.7% | +0.3% |
| 3M | +12.3% | +11.0% | +1.3% | +7.2% |
| 6M | -15.4% | +131.3% | -146.7% | -32.4% |
| YTD | -2.5% | +182.5% | -185.0% | -26.5% |
| 1Y | -13.4% | +222.3% | -235.6% | -36.8% |
| 3Y | -30.4% | +253.0% | -283.4% | -51.3% |
| 5Y | -45.0% | +141.8% | -186.9% | -59.2% |
| 10Y | +10.2% | +1,772.2% | -1,762.0% | -53.9% |
| All | +252.6% | +277.8% | -25.2% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling