+3.2%
CMCSA vs MMM
+75.7%
-72.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +18.8% | +14.4% | +4.4% | +12.7% |
| 3M | -1.1% | +1.8% | -2.9% | -2.0% |
| 6M | +2.5% | +31.3% | -28.8% | -8.0% |
| YTD | -6.7% | +18.0% | -24.7% | -13.4% |
| 1Y | 0.0% | +10.9% | -10.9% | -4.9% |
| 3Y | -28.9% | +160.6% | -189.5% | -54.3% |
| 5Y | -41.1% | +44.5% | -85.6% | -51.3% |
| All | +3.2% | +75.7% | -72.5% | -22.6% |
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