+199.5%
MCHP vs JBLU
-72.4%
+271.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.4% | +3.6% |
| 7D | 0.0% | -5.0% | +5.0% | +1.5% |
| 30D | -6.0% | -23.9% | +17.8% | +1.5% |
| 3M | -19.7% | -11.6% | -8.0% | -17.8% |
| 6M | +14.0% | -0.2% | +14.3% | +10.5% |
| YTD | +18.4% | -3.3% | +21.7% | +14.6% |
| 1Y | +17.1% | -15.4% | +32.5% | +17.5% |
| 3Y | +0.7% | -14.7% | +15.4% | -13.0% |
| 5Y | +5.1% | -70.0% | +75.1% | +22.7% |
| All | +199.5% | -72.4% | +271.8% | +244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling