+23.4%
MCD vs JBLU
-74.1%
+97.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | -1.9% | +12.9% | -14.9% | -2.6% |
| 30D | +16.6% | +11.0% | +5.6% | +15.7% |
| 3M | +0.9% | -30.8% | +31.8% | +2.5% |
| 6M | +1.5% | -19.0% | +20.4% | +2.0% |
| YTD | -8.3% | -11.6% | +3.3% | -8.6% |
| 1Y | -8.1% | -7.4% | -0.8% | -8.7% |
| 3Y | +10.3% | +3.9% | +6.4% | +2.9% |
| 5Y | +23.4% | -73.9% | +97.3% | +36.8% |
| All | +23.4% | -74.1% | +97.5% | +36.8% |
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 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