-18.6%
JBLU vs MTCH
+28.3%
-47.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.9% |
| 7D | +14.4% | -8.2% | +22.6% | +18.1% |
| 30D | -13.4% | -3.6% | -9.8% | -12.9% |
| 3M | -45.1% | +3.2% | -48.3% | -46.6% |
| 6M | -27.9% | +5.1% | -33.0% | -30.9% |
| YTD | -23.3% | +24.0% | -47.3% | -32.4% |
| 1Y | -18.6% | +20.7% | -39.3% | -27.0% |
| All | -18.6% | +28.3% | -47.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling