-11.5%
MTZ vs BBAI
-63.4%
+51.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.5% | +9.5% |
| 7D | -6.4% | -14.6% | +8.2% | -3.4% |
| 30D | -22.1% | -11.6% | -10.5% | -20.5% |
| 3M | -32.7% | -26.2% | -6.4% | -28.8% |
| 6M | -59.8% | -49.2% | -10.6% | -55.4% |
| YTD | -19.9% | -58.9% | +39.0% | -9.9% |
| 1Y | -11.5% | -60.8% | +49.3% | -0.2% |
| All | -11.5% | -63.4% | +51.9% | -0.2% |
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