-80.7%
JBLU vs MGY
+210.4%
-291.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.0% | +3.5% | -8.5% | -6.1% |
| 30D | -23.9% | +5.3% | -29.1% | -25.4% |
| 3M | -11.6% | +2.6% | -14.3% | -13.8% |
| 6M | -0.2% | -3.3% | +3.1% | -2.7% |
| YTD | -3.3% | +29.2% | -32.5% | -15.6% |
| 1Y | -15.4% | +18.0% | -33.4% | -23.9% |
| 3Y | -14.7% | +30.0% | -44.7% | -27.4% |
| 5Y | -70.0% | +92.7% | -162.7% | -79.6% |
| All | -80.7% | +210.4% | -291.1% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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