+1,639.8%
MCD vs JBLU
-58.4%
+1,698.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.6% |
| 7D | -2.8% | -3.5% | +0.7% | -2.4% |
| 30D | -6.0% | -27.2% | +21.2% | -2.6% |
| 3M | -5.6% | -4.3% | -1.2% | -5.7% |
| 6M | -21.9% | -8.3% | -13.5% | -22.1% |
| YTD | -14.7% | +1.8% | -16.5% | -16.5% |
| 1Y | -17.3% | -9.0% | -8.2% | -18.2% |
| 3Y | -2.2% | -21.9% | +19.8% | -8.2% |
| 5Y | +20.3% | -69.0% | +89.3% | +24.7% |
| 10Y | +180.7% | -70.8% | +251.5% | +173.2% |
| All | +1,639.8% | -58.4% | +1,698.1% | +1,178.4% |
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