-73.0%
JBLU vs MLM
+203.1%
-276.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -1.8% |
| 7D | -5.6% | -2.7% | -2.9% | -3.7% |
| 30D | -22.3% | -8.3% | -14.0% | -17.3% |
| 3M | -11.0% | -12.0% | +1.0% | -2.3% |
| 6M | -3.1% | -17.6% | +14.5% | +12.3% |
| YTD | -3.7% | -18.9% | +15.1% | +12.7% |
| 1Y | -14.8% | -17.6% | +2.9% | -1.4% |
| 3Y | -15.4% | +16.8% | -32.2% | -23.7% |
| 5Y | -71.4% | +41.0% | -112.4% | -77.6% |
| 10Y | -73.0% | +209.3% | -282.3% | -87.3% |
| All | -73.0% | +203.1% | -276.1% | -87.3% |
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