-25.3%
MDB vs JBLU
-70.3%
+44.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -1.8% | -5.0% | +3.2% | -0.6% |
| 30D | -17.3% | -23.9% | +6.6% | -11.8% |
| 3M | +2.2% | -11.6% | +13.8% | +3.9% |
| 6M | +33.9% | -0.2% | +34.1% | +27.9% |
| YTD | -13.7% | -3.3% | -10.4% | -18.1% |
| 1Y | +9.1% | -15.4% | +24.5% | +6.8% |
| 3Y | -8.1% | -14.7% | +6.6% | -31.4% |
| All | -25.3% | -70.3% | +44.9% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling