-67.0%
JBLU vs MKC
+533.1%
-600.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -5.0% | -1.5% | -3.5% | -4.3% |
| 30D | -23.9% | -3.1% | -20.8% | -22.9% |
| 3M | -11.6% | +5.2% | -16.8% | -14.2% |
| 6M | -0.2% | -12.8% | +12.6% | +4.7% |
| YTD | -3.3% | -23.3% | +20.0% | +6.8% |
| 1Y | -15.4% | -24.1% | +8.7% | -6.3% |
| 3Y | -14.7% | -32.1% | +17.4% | -1.8% |
| 5Y | -70.0% | -32.8% | -37.2% | -66.3% |
| 10Y | -72.9% | +29.9% | -102.7% | -81.7% |
| All | -67.0% | +533.1% | -600.1% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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