-73.8%
JBLU vs MXL
+313.4%
-387.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.3% | -1.2% |
| 7D | -5.0% | +18.9% | -23.8% | -8.2% |
| 30D | -23.9% | +0.3% | -24.2% | -24.4% |
| 3M | -11.6% | -8.0% | -3.6% | -14.6% |
| 6M | -0.2% | +341.2% | -341.5% | -38.6% |
| YTD | -3.3% | +327.8% | -331.1% | -40.3% |
| 1Y | -15.4% | +364.9% | -380.3% | -49.3% |
| 3Y | -14.7% | +229.2% | -244.0% | -51.8% |
| 5Y | -70.0% | +42.8% | -112.8% | -79.8% |
| All | -73.8% | +313.4% | -387.1% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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