-67.0%
JBLU vs MDY
+816.5%
-883.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.8% |
| 7D | -5.0% | -1.9% | -3.1% | -2.7% |
| 30D | -23.9% | -4.6% | -19.2% | -19.1% |
| 3M | -11.6% | -1.2% | -10.4% | -9.8% |
| 6M | -0.2% | +9.2% | -9.4% | -8.8% |
| YTD | -3.3% | +13.1% | -16.4% | -14.8% |
| 1Y | -15.4% | +13.0% | -28.4% | -25.2% |
| 3Y | -14.7% | +49.2% | -63.9% | -43.5% |
| 5Y | -70.0% | +47.2% | -117.3% | -78.9% |
| 10Y | -72.9% | +176.0% | -248.8% | -90.5% |
| All | -67.0% | +816.5% | -883.5% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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