+427.0%
MCK vs JBLU
-72.4%
+499.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | +0.1% |
| 7D | -2.9% | -5.0% | +2.1% | -2.6% |
| 30D | +0.4% | -23.9% | +24.3% | +2.1% |
| 3M | +12.1% | -11.6% | +23.7% | +12.6% |
| 6M | -5.4% | -0.2% | -5.2% | -6.2% |
| YTD | +7.8% | -3.3% | +11.1% | +6.9% |
| 1Y | +22.9% | -15.4% | +38.3% | +22.8% |
| 3Y | +110.7% | -14.7% | +125.5% | +98.3% |
| 5Y | +346.2% | -70.0% | +416.2% | +371.2% |
| All | +427.0% | -72.4% | +499.4% | +429.5% |
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 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