-7.9%
MDT vs BBAI
-70.8%
+62.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.2% | +1.2% |
| 7D | +3.2% | -4.3% | +7.5% | +3.2% |
| 30D | +9.5% | -3.6% | +13.1% | +9.5% |
| 3M | +16.0% | -38.8% | +54.8% | +16.3% |
| 6M | +0.2% | -23.8% | +24.0% | +0.3% |
| YTD | -0.3% | -45.9% | +45.7% | 0.0% |
| 1Y | +4.7% | -40.8% | +45.5% | +4.8% |
| 3Y | +26.5% | +69.8% | -43.2% | +25.3% |
| 5Y | -18.2% | -70.3% | +52.1% | -18.1% |
| All | -7.9% | -70.8% | +62.9% | -7.9% |
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