+4.6%
CMCSA vs MMM
+51.9%
-47.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -5.9% |
| 7D | -8.3% | -2.6% | -5.7% | -7.3% |
| 30D | -2.4% | -9.3% | +6.9% | +1.3% |
| 3M | +4.5% | +5.6% | -1.1% | +2.2% |
| 6M | -18.8% | +9.5% | -28.2% | -21.9% |
| YTD | -8.9% | +4.1% | -13.1% | -11.1% |
| 1Y | -18.3% | +9.4% | -27.7% | -22.1% |
| 3Y | -35.0% | +101.0% | -135.9% | -53.5% |
| 5Y | -48.2% | +26.1% | -74.3% | -54.7% |
| 10Y | +4.6% | +54.7% | -50.2% | -21.5% |
| All | +4.6% | +51.9% | -47.4% | -21.5% |
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