+84.5%
MTB vs BBAI
-71.7%
+156.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.1% |
| 7D | +1.1% | -4.1% | +5.1% | +1.1% |
| 30D | -4.6% | -12.4% | +7.8% | -4.4% |
| 3M | +6.3% | -29.1% | +35.3% | +6.8% |
| 6M | +15.6% | -32.6% | +48.2% | +16.1% |
| YTD | +20.6% | -47.6% | +68.1% | +21.5% |
| 1Y | +22.5% | -41.0% | +63.6% | +23.0% |
| 3Y | +114.4% | +67.5% | +47.0% | +108.0% |
| 5Y | +101.9% | -71.3% | +173.2% | +90.6% |
| All | +84.5% | -71.7% | +156.2% | +76.4% |
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