+825.1%
MCHP vs JBLU
-60.5%
+885.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -2.1% | -4.8% | +2.7% | -0.9% |
| 30D | -11.1% | -24.4% | +13.3% | -4.7% |
| 3M | -18.1% | -4.8% | -13.3% | -17.9% |
| 6M | +10.8% | -0.5% | +11.2% | +8.1% |
| YTD | +14.2% | -3.5% | +17.8% | +11.4% |
| 1Y | +13.5% | -13.6% | +27.0% | +13.5% |
| 3Y | -2.0% | -15.3% | +13.2% | -11.6% |
| 5Y | +1.4% | -70.1% | +71.5% | +16.5% |
| 10Y | +195.5% | -72.9% | +268.4% | +217.3% |
| All | +825.1% | -60.5% | +885.6% | +562.5% |
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