+114.4%
MTUM vs BBAI
+64.9%
+49.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.1% |
| 7D | +0.7% | -1.7% | +2.4% | +0.8% |
| 30D | -2.4% | -12.0% | +9.5% | -1.6% |
| 3M | -3.6% | -30.7% | +27.0% | -1.2% |
| 6M | +23.7% | -30.7% | +54.3% | +26.2% |
| YTD | +22.9% | -46.9% | +69.8% | +27.2% |
| 1Y | +21.8% | -41.1% | +62.8% | +24.1% |
| 3Y | +114.4% | +65.9% | +48.6% | +90.4% |
| All | +114.4% | +64.9% | +49.5% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling