-30.4%
JBLU vs MULL
+2,337.2%
-2,367.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -5.0% | -8.4% | +3.5% | -4.0% |
| 30D | -23.9% | +9.7% | -33.6% | -25.3% |
| 3M | -11.6% | -26.8% | +15.1% | -13.7% |
| 6M | -0.2% | +220.7% | -220.9% | -28.7% |
| YTD | -3.3% | +509.0% | -512.3% | -40.6% |
| 1Y | -15.4% | +1,739.5% | -1,754.9% | -61.1% |
| All | -30.4% | +2,337.2% | -2,367.5% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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