-69.3%
JBLU vs MLM
+43.0%
-112.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -1.9% |
| 7D | +1.1% | +1.4% | -0.3% | 0.0% |
| 30D | -25.5% | -6.5% | -19.0% | -21.3% |
| 3M | -5.0% | -7.4% | +2.4% | +1.2% |
| 6M | +0.7% | -15.8% | +16.5% | +16.4% |
| YTD | -0.7% | -17.4% | +16.8% | +16.4% |
| 1Y | -12.7% | -17.9% | +5.2% | +2.5% |
| 3Y | -12.7% | +18.9% | -31.6% | -23.5% |
| 5Y | -69.3% | +43.4% | -112.7% | -76.6% |
| All | -69.3% | +43.0% | -112.3% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling