+20.4%
MCD vs BBAI
-70.3%
+90.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | -1.0% | -1.0% | -2.0% |
| 30D | -6.1% | -10.7% | +4.6% | -6.2% |
| 3M | -7.3% | -32.3% | +25.0% | -7.3% |
| 6M | -20.9% | -31.3% | +10.4% | -21.0% |
| YTD | -14.7% | -45.9% | +31.3% | -14.8% |
| 1Y | -16.1% | -40.0% | +23.9% | -16.2% |
| 3Y | -1.5% | +72.8% | -74.3% | -1.1% |
| 5Y | +20.4% | -70.4% | +90.8% | +16.8% |
| All | +20.4% | -70.3% | +90.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 5y: compounded portfolio wealth divided by compounded BBAI 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…
5y analysis · Full analysis span regression · 6 months rolling