+59.9%
MCO vs BBAI
-71.7%
+131.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.3% |
| 7D | -3.1% | -4.1% | +0.9% | -3.1% |
| 30D | -0.5% | -12.4% | +11.8% | -0.4% |
| 3M | +5.7% | -29.1% | +34.8% | +6.1% |
| 6M | +3.0% | -32.6% | +35.6% | +3.4% |
| YTD | -6.5% | -47.6% | +41.1% | -5.9% |
| 1Y | -5.8% | -41.0% | +35.3% | -5.5% |
| 3Y | +43.1% | +67.5% | -24.3% | +40.4% |
| 5Y | +29.5% | -71.3% | +100.7% | +25.9% |
| All | +59.9% | -71.7% | +131.6% | +56.2% |
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