+1,761.8%
MCD vs JBLU
-65.7%
+1,827.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +0.2% |
| 7D | -1.6% | +9.2% | -10.8% | -2.6% |
| 30D | +16.0% | +13.7% | +2.3% | +13.7% |
| 3M | 0.0% | -34.1% | +34.0% | +4.0% |
| 6M | +0.9% | -19.5% | +20.4% | +2.0% |
| YTD | -8.7% | -16.3% | +7.5% | -9.3% |
| 1Y | -8.6% | -13.4% | +4.8% | -9.5% |
| 3Y | +9.9% | -1.6% | +11.4% | -0.9% |
| 5Y | +22.6% | -74.9% | +97.5% | +29.6% |
| 10Y | +204.6% | -80.2% | +284.8% | +208.8% |
| All | +1,761.8% | -65.7% | +1,827.6% | +1,289.4% |
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 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