-35.3%
CMCSA vs VMC
+17.4%
-52.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.3% | -3.4% | -5.9% |
| 7D | -8.3% | -5.3% | -3.0% | -7.2% |
| 30D | -2.4% | -12.3% | +9.8% | +0.3% |
| 3M | +4.5% | -10.3% | +14.8% | +6.6% |
| 6M | -18.8% | -8.6% | -10.2% | -17.7% |
| YTD | -8.9% | -11.9% | +2.9% | -7.6% |
| 1Y | -18.3% | -13.9% | -4.4% | -16.7% |
| All | -35.3% | +17.4% | -52.7% | -42.7% |
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