+177.5%
MCD vs JBLU
-72.5%
+250.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.5% | -4.8% | +2.2% | -2.1% |
| 30D | -7.0% | -24.4% | +17.4% | -4.4% |
| 3M | -9.8% | -4.8% | -5.0% | -9.8% |
| 6M | -21.8% | -0.5% | -21.3% | -22.7% |
| YTD | -15.6% | -3.5% | -12.1% | -16.7% |
| 1Y | -15.2% | -13.6% | -1.6% | -15.6% |
| 3Y | -2.6% | -15.3% | +12.7% | -10.2% |
| 5Y | +18.9% | -70.1% | +89.0% | +26.4% |
| All | +177.5% | -72.5% | +250.0% | +162.2% |
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