-80.7%
JBLU vs MLM
+140.0%
-220.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.9% | -4.3% |
| 7D | +9.2% | -2.0% | +11.2% | +10.8% |
| 30D | +13.7% | +9.5% | +4.2% | +6.5% |
| 3M | -34.1% | -4.7% | -29.4% | -31.7% |
| 6M | -19.5% | -10.7% | -8.7% | -12.4% |
| YTD | -16.3% | -16.6% | +0.3% | -3.8% |
| 1Y | -13.4% | -15.4% | +2.0% | -1.5% |
| 3Y | -1.6% | +15.9% | -17.5% | -10.7% |
| 5Y | -74.9% | +27.1% | -102.0% | -79.0% |
| All | -80.7% | +140.0% | -220.7% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling