+193.4%
MCD vs JBLU
-80.5%
+273.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -1.6% | +2.5% | -4.1% | -1.9% |
| 30D | +14.1% | +24.9% | -10.8% | +11.1% |
| 3M | +0.6% | -35.2% | +35.8% | +4.5% |
| 6M | 0.0% | -20.0% | +20.0% | +1.1% |
| YTD | -9.3% | -17.4% | +8.1% | -9.6% |
| 1Y | -9.3% | -13.0% | +3.7% | -10.2% |
| 3Y | +8.6% | -5.3% | +13.9% | -2.7% |
| 5Y | +21.9% | -75.2% | +97.1% | +32.1% |
| All | +193.4% | -80.5% | +273.9% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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