+59.7%
MLM vs BBAI
-75.5%
+135.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.4% | -7.9% | +2.3% |
| 7D | -3.8% | -5.0% | +1.2% | -3.8% |
| 30D | +11.0% | +2.5% | +8.5% | +10.9% |
| 3M | -3.1% | -25.1% | +22.0% | -2.7% |
| 6M | -9.8% | -41.4% | +31.6% | -9.2% |
| YTD | -14.4% | -54.6% | +40.3% | -13.7% |
| 1Y | -12.6% | -56.9% | +44.3% | -11.9% |
| 3Y | +19.7% | +59.1% | -39.4% | +17.8% |
| 5Y | +29.8% | -75.4% | +105.2% | +26.6% |
| All | +59.7% | -75.5% | +135.2% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling