-73.8%
JBLU vs MTCH
+208.0%
-281.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.2% |
| 7D | -5.0% | +1.3% | -6.2% | -5.3% |
| 30D | -23.9% | +15.9% | -39.8% | -27.3% |
| 3M | -11.6% | +23.3% | -34.9% | -17.4% |
| 6M | -0.2% | +40.1% | -40.4% | -10.2% |
| YTD | -3.3% | +33.6% | -36.9% | -12.0% |
| 1Y | -15.4% | +14.1% | -29.5% | -19.3% |
| 3Y | -14.7% | +1.4% | -16.2% | -18.0% |
| 5Y | -70.0% | -73.1% | +3.1% | -61.1% |
| All | -73.8% | +208.0% | -281.8% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling