-13.4%
JBLU vs MLM
-16.0%
+2.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.9% | -3.9% |
| 7D | +9.2% | -2.0% | +11.2% | +11.4% |
| 30D | +13.7% | +9.5% | +4.2% | +3.6% |
| 3M | -34.1% | -4.7% | -29.4% | -30.6% |
| 6M | -19.5% | -10.7% | -8.7% | -9.4% |
| YTD | -16.3% | -16.6% | +0.3% | -0.8% |
| 1Y | -13.4% | -15.4% | +2.0% | +0.9% |
| All | -13.4% | -16.0% | +2.6% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling