+1,750.6%
MCD vs JBLU
-66.2%
+1,816.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -1.6% | +2.5% | -4.1% | -2.0% |
| 30D | +14.1% | +24.9% | -10.8% | +10.7% |
| 3M | +0.6% | -35.2% | +35.8% | +4.9% |
| 6M | 0.0% | -20.0% | +20.0% | +1.1% |
| YTD | -9.3% | -17.4% | +8.1% | -9.7% |
| 1Y | -9.3% | -13.0% | +3.7% | -10.3% |
| 3Y | +8.6% | -5.3% | +13.9% | -1.5% |
| 5Y | +21.9% | -75.2% | +97.1% | +29.0% |
| 10Y | +202.8% | -80.5% | +283.2% | +207.4% |
| All | +1,750.6% | -66.2% | +1,816.7% | +1,283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling