-14.7%
JBLU vs MTB
+114.2%
-128.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -5.0% | 0.0% | -5.0% | -4.9% |
| 30D | -23.9% | -4.8% | -19.1% | -20.0% |
| 3M | -11.6% | +6.0% | -17.6% | -16.5% |
| 6M | -0.2% | +19.6% | -19.8% | -15.9% |
| YTD | -3.3% | +21.5% | -24.8% | -19.3% |
| 1Y | -15.4% | +24.7% | -40.1% | -31.2% |
| 3Y | -14.7% | +108.6% | -123.3% | -55.4% |
| All | -14.7% | +114.2% | -128.9% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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