-67.0%
JBLU vs MCO
+2,864.4%
-2,931.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.7% |
| 7D | -5.0% | -3.8% | -1.2% | -3.0% |
| 30D | -23.9% | -0.4% | -23.5% | -23.8% |
| 3M | -11.6% | +7.7% | -19.4% | -15.4% |
| 6M | -0.2% | +7.0% | -7.2% | -4.4% |
| YTD | -3.3% | -6.4% | +3.1% | -1.1% |
| 1Y | -15.4% | -7.6% | -7.7% | -13.1% |
| 3Y | -14.7% | +43.2% | -58.0% | -30.3% |
| 5Y | -70.0% | +29.6% | -99.6% | -74.4% |
| 10Y | -72.9% | +389.2% | -462.1% | -89.0% |
| All | -67.0% | +2,864.4% | -2,931.4% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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