-19.5%
MDT vs BBAI
-71.3%
+51.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.5% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | +2.8% | -12.4% | +15.2% | +2.8% |
| 3M | +13.1% | -29.1% | +42.2% | +13.3% |
| 6M | +2.3% | -32.6% | +35.0% | +2.5% |
| YTD | -2.7% | -47.6% | +44.9% | -2.4% |
| 1Y | +0.9% | -41.0% | +41.9% | +1.0% |
| 3Y | +26.8% | +67.5% | -40.6% | +25.6% |
| 5Y | -19.5% | -71.3% | +51.8% | -21.2% |
| All | -19.5% | -71.3% | +51.8% | -21.2% |
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 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