+21.8%
MTUM vs BBAI
-39.3%
+61.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | +0.7% | -1.7% | +2.4% | +0.9% |
| 30D | -2.4% | -12.0% | +9.5% | -0.9% |
| 3M | -3.6% | -30.7% | +27.0% | +0.2% |
| 6M | +23.7% | -30.7% | +54.3% | +27.6% |
| YTD | +22.9% | -46.9% | +69.8% | +28.9% |
| 1Y | +21.8% | -41.1% | +62.8% | +29.2% |
| All | +21.8% | -39.3% | +61.1% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling