+58.7%
MLM vs BBAI
-77.8%
+136.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.3% | +8.1% | -5.0% |
| 7D | -1.2% | -16.9% | +15.6% | -1.0% |
| 30D | +7.9% | -14.0% | +21.9% | +8.1% |
| 3M | -4.5% | -26.7% | +22.3% | -4.1% |
| 6M | -12.6% | -46.4% | +33.7% | -12.0% |
| YTD | -14.9% | -58.9% | +44.0% | -14.1% |
| 1Y | -13.1% | -63.8% | +50.7% | -12.2% |
| 3Y | +21.2% | +54.2% | -32.9% | +19.4% |
| 5Y | +32.0% | -77.7% | +109.7% | +29.1% |
| All | +58.7% | -77.8% | +136.5% | +57.5% |
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