-27.5%
CMCSA vs VMC
+37.8%
-65.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.7% | -4.3% | +5.0% | +1.6% |
| 30D | +21.0% | +16.2% | +4.8% | +17.2% |
| 3M | -0.9% | -0.8% | -0.1% | -1.2% |
| 6M | +2.9% | +1.2% | +1.7% | +1.9% |
| YTD | -5.9% | +0.5% | -6.4% | -7.3% |
| 1Y | +2.5% | -2.9% | +5.4% | +1.6% |
| All | -27.5% | +37.8% | -65.3% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling