-70.7%
JBLU vs MTUM
+78.7%
-149.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -1.0% |
| 7D | -5.0% | +0.7% | -5.7% | -5.7% |
| 30D | -23.9% | -2.4% | -21.4% | -22.2% |
| 3M | -11.6% | -3.6% | -8.0% | -10.8% |
| 6M | -0.2% | +23.7% | -23.9% | -23.5% |
| YTD | -3.3% | +22.9% | -26.2% | -25.7% |
| 1Y | -15.4% | +21.8% | -37.1% | -34.4% |
| 3Y | -14.7% | +114.4% | -129.2% | -64.9% |
| All | -70.7% | +78.7% | -149.4% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 5y: compounded portfolio wealth divided by compounded MTUM 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…
5y analysis · Full analysis span regression · 6 months rolling