+1,065.8%
MDB vs JBLU
-77.9%
+1,143.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | -2.8% | -4.8% | +2.0% | -1.9% |
| 30D | -14.9% | -24.4% | +9.6% | -10.8% |
| 3M | +7.3% | -4.8% | +12.1% | +7.2% |
| 6M | +38.2% | -0.5% | +38.6% | +34.4% |
| YTD | -10.9% | -3.5% | -7.4% | -13.7% |
| 1Y | +11.6% | -13.6% | +25.2% | +10.0% |
| 3Y | -0.9% | -15.3% | +14.3% | -12.0% |
| 5Y | -23.5% | -70.1% | +46.6% | -18.6% |
| All | +1,065.8% | -77.9% | +1,143.7% | +1,212.0% |
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