-54.3%
JBLU vs MUB
+75.4%
-129.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.6% |
| 7D | -5.6% | -0.7% | -4.9% | -4.9% |
| 30D | -22.3% | -2.0% | -20.4% | -20.7% |
| 3M | -11.0% | -2.5% | -8.4% | -8.5% |
| 6M | -3.1% | -2.3% | -0.8% | -0.3% |
| YTD | -3.7% | -1.3% | -2.4% | -1.9% |
| 1Y | -14.8% | +1.1% | -15.9% | -15.0% |
| 3Y | -15.4% | +8.2% | -23.7% | -20.8% |
| 5Y | -71.4% | +1.5% | -72.8% | -71.8% |
| 10Y | -73.0% | +17.6% | -90.6% | -75.1% |
| All | -54.3% | +75.4% | -129.6% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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