-36.9%
JBLU vs MTUM
+604.3%
-641.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.9% |
| 7D | -5.0% | +0.7% | -5.7% | -5.7% |
| 30D | -23.9% | -2.4% | -21.4% | -22.4% |
| 3M | -11.6% | -3.6% | -8.0% | -10.6% |
| 6M | -0.2% | +23.7% | -23.9% | -20.0% |
| YTD | -3.3% | +22.9% | -26.2% | -22.3% |
| 1Y | -15.4% | +21.8% | -37.1% | -31.5% |
| 3Y | -14.7% | +114.4% | -129.2% | -58.7% |
| 5Y | -70.0% | +79.6% | -149.6% | -82.9% |
| 10Y | -72.9% | +356.2% | -429.1% | -94.7% |
| All | -36.9% | +604.3% | -641.2% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling