-79.1%
JBLU vs MLM
+140.5%
-219.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.1% |
| 7D | +12.9% | -5.8% | +18.7% | +17.8% |
| 30D | +11.0% | +9.8% | +1.2% | +3.8% |
| 3M | -30.8% | -5.2% | -25.6% | -28.1% |
| 6M | -19.0% | -10.3% | -8.7% | -12.1% |
| YTD | -11.6% | -15.5% | +3.8% | +0.5% |
| 1Y | -7.4% | -15.0% | +7.7% | +4.9% |
| 3Y | +3.9% | +17.5% | -13.6% | -6.7% |
| 5Y | -73.9% | +30.5% | -104.4% | -78.6% |
| 10Y | -79.1% | +145.5% | -224.6% | -90.0% |
| All | -79.1% | +140.5% | -219.6% | -90.0% |
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