+27.5%
MCK vs JBLU
-15.1%
+42.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +9.3% | +14.4% | -5.1% | +8.9% |
| 30D | +16.3% | -13.4% | +29.7% | +17.0% |
| 3M | +22.3% | -45.1% | +67.5% | +24.5% |
| 6M | +34.1% | -27.9% | +62.0% | +35.2% |
| YTD | +31.1% | -23.3% | +54.4% | +34.4% |
| 1Y | +27.5% | -18.6% | +46.1% | +31.4% |
| All | +27.5% | -15.1% | +42.6% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling