-65.3%
JBLU vs MLM
+1,505.9%
-1,571.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | -3.5% | -2.9% | -0.6% | -1.7% |
| 30D | -27.2% | -6.8% | -20.4% | -23.9% |
| 3M | -4.3% | -11.2% | +6.9% | +3.2% |
| 6M | -8.3% | -21.8% | +13.5% | +7.8% |
| YTD | +1.8% | -17.0% | +18.7% | +15.2% |
| 1Y | -9.0% | -16.4% | +7.3% | +2.5% |
| 3Y | -21.9% | +14.5% | -36.4% | -27.6% |
| 5Y | -69.0% | +41.7% | -110.8% | -74.9% |
| 10Y | -70.8% | +200.0% | -270.8% | -85.5% |
| All | -65.3% | +1,505.9% | -1,571.2% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling