+180.0%
MCD vs CMCSA
+10.1%
+169.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -6.1% | +3.8% | -10.0% | -7.1% |
| 3M | -7.3% | +12.3% | -19.6% | -10.4% |
| 6M | -20.9% | -15.4% | -5.5% | -17.9% |
| YTD | -14.7% | -2.5% | -12.2% | -15.0% |
| 1Y | -16.1% | -13.4% | -2.7% | -13.8% |
| 3Y | -1.5% | -30.4% | +28.9% | +6.0% |
| 5Y | +20.4% | -45.0% | +65.5% | +37.9% |
| 10Y | +180.0% | +10.2% | +169.8% | +152.8% |
| All | +180.0% | +10.1% | +169.9% | +152.8% |
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