+19.4%
MCD vs JBLU
-70.1%
+89.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | -2.9% | -5.6% | +2.7% | -2.6% |
| 30D | -6.7% | -22.3% | +15.6% | -5.6% |
| 3M | -9.6% | -11.0% | +1.4% | -9.2% |
| 6M | -22.3% | -3.1% | -19.2% | -22.6% |
| YTD | -15.4% | -3.7% | -11.7% | -15.9% |
| 1Y | -16.8% | -14.8% | -2.0% | -16.9% |
| 3Y | -2.4% | -15.4% | +13.0% | -6.4% |
| 5Y | +19.4% | -71.4% | +90.7% | +28.4% |
| All | +19.4% | -70.1% | +89.5% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling