-1.5%
MCD vs CMCSA
-30.7%
+29.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.8% | -2.1% | -0.7% | -2.5% |
| 30D | -6.0% | +7.0% | -13.0% | -7.1% |
| 3M | -5.6% | +15.1% | -20.7% | -7.9% |
| 6M | -21.9% | -15.4% | -6.5% | -20.1% |
| YTD | -14.7% | -1.9% | -12.8% | -15.0% |
| 1Y | -17.3% | -12.7% | -4.6% | -16.1% |
| All | -1.5% | -30.7% | +29.2% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling