-40.8%
CMCSA vs VMC
+48.5%
-89.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +0.7% | -4.3% | +5.0% | +2.0% |
| 30D | +21.0% | +16.2% | +4.8% | +15.6% |
| 3M | -0.9% | -0.8% | -0.1% | -0.9% |
| 6M | +2.9% | +1.2% | +1.7% | +1.9% |
| YTD | -5.9% | +0.5% | -6.4% | -7.4% |
| 1Y | +2.5% | -2.9% | +5.4% | +1.8% |
| 3Y | -28.3% | +37.3% | -65.6% | -38.3% |
| 5Y | -40.8% | +48.8% | -89.6% | -52.6% |
| All | -40.8% | +48.5% | -89.3% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling