+2,154.1%
CMCSA vs VMC
+3,457.0%
-1,303.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | +3.2% | -1.3% | +4.4% | +3.6% |
| 30D | +19.5% | +15.5% | +4.1% | +13.8% |
| 3M | -2.4% | +0.6% | -3.0% | -2.7% |
| 6M | +3.8% | +2.1% | +1.8% | +2.6% |
| YTD | -5.4% | -1.6% | -3.8% | -6.1% |
| 1Y | +1.1% | -1.2% | +2.3% | +0.1% |
| 3Y | -27.1% | +35.3% | -62.5% | -36.3% |
| 5Y | -40.3% | +43.6% | -83.9% | -49.7% |
| 10Y | +6.0% | +126.7% | -120.8% | -29.3% |
| All | +2,154.1% | +3,457.0% | -1,303.0% | +423.2% |
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