+2,236.9%
CMCSA vs MMM
+2,854.2%
-617.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.1% | -3.3% | +1.2% | -0.5% |
| 30D | +7.0% | -7.0% | +14.1% | +10.8% |
| 3M | +15.1% | +10.8% | +4.3% | +9.2% |
| 6M | -15.4% | +5.8% | -21.1% | -18.3% |
| YTD | -1.9% | +6.8% | -8.7% | -6.2% |
| 1Y | -12.7% | +10.4% | -23.1% | -18.3% |
| 3Y | -31.0% | +104.7% | -135.7% | -54.6% |
| 5Y | -46.1% | +23.6% | -69.7% | -55.0% |
| 10Y | +10.8% | +54.1% | -43.3% | -21.7% |
| All | +2,236.9% | +2,854.2% | -617.3% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling