-0.5%
JBLU vs MTB
+15.8%
-16.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.3% |
| 7D | -4.8% | -0.4% | -4.3% | -4.3% |
| 30D | -24.4% | -4.6% | -19.8% | -20.1% |
| 3M | -4.8% | +7.4% | -12.2% | -12.0% |
| 6M | -0.5% | +18.7% | -19.1% | -25.2% |
| All | -0.5% | +15.8% | -16.3% | -25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling