-16.1%
MCD vs CMCSA
-9.6%
-6.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.7% |
| 3M | -7.3% | +12.3% | -19.6% | -9.2% |
| 6M | -20.9% | -15.4% | -5.5% | -19.6% |
| YTD | -14.7% | -2.5% | -12.2% | -15.3% |
| 1Y | -16.1% | -13.4% | -2.7% | -14.1% |
| All | -16.1% | -9.6% | -6.6% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling