+2,236.9%
CMCSA vs VMC
+3,246.6%
-1,009.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.1% | -4.3% | +2.2% | -0.6% |
| 30D | +7.0% | -8.2% | +15.3% | +10.1% |
| 3M | +15.1% | -7.0% | +22.1% | +17.5% |
| 6M | -15.4% | -10.8% | -4.6% | -12.7% |
| YTD | -1.9% | -7.4% | +5.5% | -0.6% |
| 1Y | -12.7% | -9.5% | -3.2% | -11.1% |
| 3Y | -31.0% | +20.5% | -51.5% | -37.3% |
| 5Y | -46.1% | +51.6% | -97.7% | -55.5% |
| 10Y | +10.8% | +150.0% | -139.2% | -29.0% |
| All | +2,236.9% | +3,246.6% | -1,009.7% | +453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling