+26.9%
MCD vs BBAI
-70.8%
+97.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.5% |
| 7D | -2.8% | -4.3% | +1.4% | -2.8% |
| 30D | -6.0% | -3.6% | -2.4% | -6.0% |
| 3M | -5.6% | -38.8% | +33.2% | -5.7% |
| 6M | -21.9% | -23.8% | +1.9% | -21.9% |
| YTD | -14.7% | -45.9% | +31.2% | -14.8% |
| 1Y | -17.3% | -40.8% | +23.5% | -17.3% |
| 3Y | -2.2% | +69.8% | -71.9% | -1.7% |
| 5Y | +20.3% | -70.3% | +90.6% | +17.2% |
| All | +26.9% | -70.8% | +97.7% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling