+55.8%
MLM vs BBAI
-77.8%
+133.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -4.1% | -14.6% | +10.5% | -3.9% |
| 30D | +8.2% | -11.6% | +19.7% | +8.3% |
| 3M | -3.6% | -26.2% | +22.7% | -3.2% |
| 6M | -15.6% | -49.2% | +33.6% | -14.9% |
| YTD | -16.4% | -58.9% | +42.5% | -15.6% |
| 1Y | -14.3% | -60.8% | +46.4% | -13.5% |
| 3Y | +19.3% | +51.0% | -31.7% | +17.6% |
| 5Y | +29.6% | -77.7% | +107.3% | +26.7% |
| All | +55.8% | -77.8% | +133.6% | +54.6% |
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