+3.2%
CMCSA vs VMC
+126.5%
-123.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -0.6% | -1.7% | +1.1% | -0.1% |
| 30D | +18.8% | +15.3% | +3.5% | +14.1% |
| 3M | -1.1% | +0.3% | -1.4% | -1.3% |
| 6M | +2.5% | +0.9% | +1.6% | +1.8% |
| YTD | -6.7% | -1.0% | -5.7% | -7.5% |
| 1Y | 0.0% | -4.3% | +4.3% | 0.0% |
| 3Y | -28.9% | +35.3% | -64.2% | -36.6% |
| 5Y | -41.1% | +44.4% | -85.5% | -49.4% |
| All | +3.2% | +126.5% | -123.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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