+205.9%
MCD vs CMCSA
+8.2%
+197.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | -1.9% | +0.7% | -2.6% | -2.1% |
| 30D | +16.6% | +21.0% | -4.4% | +10.7% |
| 3M | +0.9% | -0.9% | +1.9% | +1.0% |
| 6M | +1.5% | +2.9% | -1.4% | +0.2% |
| YTD | -8.3% | -5.9% | -2.4% | -7.9% |
| 1Y | -8.1% | +2.5% | -10.6% | -10.1% |
| 3Y | +10.3% | -28.3% | +38.6% | +17.5% |
| 5Y | +23.4% | -40.8% | +64.2% | +37.5% |
| 10Y | +205.9% | +5.4% | +200.5% | +185.2% |
| All | +205.9% | +8.2% | +197.7% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 10y: compounded portfolio wealth divided by compounded CMCSA 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…
10y analysis · Full analysis span regression · 6 months rolling