+3.4%
JBLU vs MLM
+18.2%
-14.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.0% |
| 7D | +25.8% | -2.9% | +28.6% | +29.1% |
| 30D | +4.2% | +10.4% | -6.3% | -4.7% |
| 3M | -29.1% | -3.7% | -25.4% | -26.7% |
| 6M | -21.7% | -10.3% | -11.5% | -13.8% |
| YTD | -12.1% | -14.8% | +2.7% | +1.3% |
| 1Y | -9.3% | -13.9% | +4.6% | +3.5% |
| 3Y | +3.4% | +18.4% | -15.0% | -11.5% |
| All | +3.4% | +18.2% | -14.8% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling