+6.4%
CMCSA vs MMM
+84.0%
-77.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +4.6% | +7.0% | -2.4% | +1.8% |
| 30D | +19.8% | +18.4% | +1.4% | +12.2% |
| 3M | -0.3% | +4.5% | -4.7% | -2.1% |
| 6M | +0.3% | +33.4% | -33.1% | -10.5% |
| YTD | -6.9% | +20.0% | -26.9% | -14.1% |
| 1Y | +2.6% | +15.0% | -12.4% | -3.8% |
| 3Y | -29.0% | +165.0% | -194.0% | -54.7% |
| 5Y | -42.0% | +47.9% | -89.9% | -52.5% |
| 10Y | +6.4% | +79.6% | -73.2% | -20.0% |
| All | +6.4% | +84.0% | -77.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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